Question
This's data of 1990-1999 First set of data is from 1980 to 1999. For this dataset, do you see any pattern with the average excess
This's data of 1990-1999
First set of data is from 1980 to 1999. For this dataset, do you see any pattern with the average excess returns? How about the Sharpe ratio? Show the average excess returns and the Sharpe ratios for each portfolio.
55 -12 -123 337 526 300 543 18 25 100 353 -504 0.57 355 2- 01 -236 -154 =704 - 4 335 -3244 -187 327 -335 -305 -39 11 4 123 113 467 055 36 255 26 667 05 307 -4.07 05 2 -13 05 051 537 Mkt AF 182 -2.74 0.28 -0.8 -0.84 -178 184 7.99 122 -0.84 -0.96 5.09 127 -0.74 -102 -4.54 4.02 6.43 3.88 0.65 7.13 4.88 -131 4.62 103 6.07 -8.6 4.65 117 -3.27 22.47 154 -211 0.11 3.34 3.05 -2.59 -23.24 -7.77 6.81 4.21 4.75 -2.27 0.56 -0.29 -125 -3.31 115 Mke RF 61 -2.25 157 433 3.35 -135 72 -0.78 -3.67 103 118 -7.85 111 183 8 42 -109 -19 -0.15 -6.12 -192 6.35 2.46 7.13 255 -0.28 -4.94 4.24 2.32 -159 10.84 -0.59 109 -2.66 107 03 -2.34 3.77 -2.38 113 102 4.13 153 0.93 0.12 23 Mkt RF 23 -3.05 289 0.31 -034 3.71 -0.12 141 -189 165 287 -255 0.60 0.58 2.82 4.01 -2.31 134 -4.04 0.86 18 3.63 219 2.11 29 272 3.72 0.55 3.35 -152 103 2.26 133 0.73 206 236 -114 -5.97 277 5.01 6.25 -17 -0.49 -502 4.04 6.74 4.1 733 7.3 -4.5 5.35 -39 29 1.32 0.15 4 4. 0. -3.07 3. -246 -6.08 66 7-13 6.1 6. 6 3.5 -4.08 345 4.33 -2.46 47 -3.49 -1.38 -2.79 , 3.37 7. 55 -12 -123 337 526 300 543 18 25 100 353 -504 0.57 355 2- 01 -236 -154 =704 - 4 335 -3244 -187 327 -335 -305 -39 11 4 123 113 467 055 36 255 26 667 05 307 -4.07 05 2 -13 05 051 537 Mkt AF 182 -2.74 0.28 -0.8 -0.84 -178 184 7.99 122 -0.84 -0.96 5.09 127 -0.74 -102 -4.54 4.02 6.43 3.88 0.65 7.13 4.88 -131 4.62 103 6.07 -8.6 4.65 117 -3.27 22.47 154 -211 0.11 3.34 3.05 -2.59 -23.24 -7.77 6.81 4.21 4.75 -2.27 0.56 -0.29 -125 -3.31 115 Mke RF 61 -2.25 157 433 3.35 -135 72 -0.78 -3.67 103 118 -7.85 111 183 8 42 -109 -19 -0.15 -6.12 -192 6.35 2.46 7.13 255 -0.28 -4.94 4.24 2.32 -159 10.84 -0.59 109 -2.66 107 03 -2.34 3.77 -2.38 113 102 4.13 153 0.93 0.12 23 Mkt RF 23 -3.05 289 0.31 -034 3.71 -0.12 141 -189 165 287 -255 0.60 0.58 2.82 4.01 -2.31 134 -4.04 0.86 18 3.63 219 2.11 29 272 3.72 0.55 3.35 -152 103 2.26 133 0.73 206 236 -114 -5.97 277 5.01 6.25 -17 -0.49 -502 4.04 6.74 4.1 733 7.3 -4.5 5.35 -39 29 1.32 0.15 4 4. 0. -3.07 3. -246 -6.08 66 7-13 6.1 6. 6 3.5 -4.08 345 4.33 -2.46 47 -3.49 -1.38 -2.79 , 3.37 7Step by Step Solution
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N. Hyman
9th Edition
0324537190, 9780324537192
