Question
Use the data below to answer the questions: Month T-bills Francois Jean Lonnie Anna Abbey 1 0.09% 1.70% 2.40% 4.00% 3.40% 4.10% 2 0.09% 1.90%
Use the data below to answer the questions:
Month | T-bills | Francois | Jean | Lonnie | Anna | Abbey |
1 | 0.09% | 1.70% | 2.40% | 4.00% | 3.40% | 4.10% |
2 | 0.09% | 1.90% | 0.90% | 0.20% | 2.00% | 3.10% |
3 | 0.10% | -0.90% | -2.10% | 1.00% | 3.00% | 1.00% |
4 | 0.10% | 3.30% | 4.10% | -1.00% | 1.20% | -2.00% |
5 | 0.11% | 2.10% | 0.90% | 4.20% | -1.20% | 2.00% |
6 | 0.12% | 0.25% | -2.10% | 1.00% | 2.00% | 3.20% |
7 | 0.10% | -1.90% | 1.90% | 0.00% | 3.00% | 1.80% |
8 | 0.09% | 0.70% | 1.30% | 1.00% | -2.00% | 1.00% |
9 | 0.08% | 0.50% | 0.70% | -2.20% | -1.00% | -2.00% |
10 | 0.10% | 1.10% | -3.20% | 5.10% | 1.00% | 2.00% |
1. Fill in the Table below with the monthly excess return for each security.
Month | Francois | Jean | Lonnie | Anna | Abbey |
1 |
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2 |
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3 |
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4 |
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5 |
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6 |
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7 |
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8 |
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9 |
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10 |
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Ave |
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Std Dev |
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