You work for a private wealth management firm that follows an external investment model, whereby it decides which outside managers it should recommend to clients. One mutual fund that is a candidate for inclusion on your Premier Recommended List of approved managers is Active Fund (AFNDX), an actively managed stock portfolio benchmarked to the Standard & Poors 500 (SPX) Index. You have been asked to perform an evaluation of AFNDXs past investment performance, using a sample of monthly returns on the following positions: (1) AFNDX portfolio, (2) SPX Index, (3) U.S. Treasury bills, and (4) the three primary FamaFrench risk factors (excess market, SMB, and HML).

Monthly Return Data for AFNDX, SPX, T-Bill, and FamaFrench Factors
		% RETURNS TO:							F-F FACTOR % RETURNS:
Month		AFNDX		SPX Index		T-Bill (RF)			Excess Mkt		SMB		HML
1		9.252		2.765		0.430			0.960		-4.020		4.620
2		7.568		7.550		0.420			6.160		-3.450		0.090
3		-2.101		-1.986		0.470			-1.610		3.140		1.080
4		5.083		6.237		0.450			4.840		-1.580		-2.550
5		-1.738		0.793		0.400			-0.490		-2.530		4.840
6		-5.025		-4.110		0.440			-4.860		-0.320		3.850
7		4.074		5.975		0.430			3.820		-5.150		-1.190
8		8.059		6.094		0.490			6.650		4.630		-4.100
9		3.386		4.484		0.370			4.050		1.350		0.820
10		6.891		7.947		0.430			7.190		-2.370		-0.700
11		0.295		-5.590		0.400			-4.060		7.440		0.890
12		3.081		5.475		0.440			5.350		2.570		-0.390
13		-1.619		-3.332		0.410			-3.830		-0.920		2.540
14		-2.941		4.618		0.390			2.720		-5.040		1.050
15		0.447		1.720		0.470			1.310		-2.330		3.590
16		-1.057		1.112		0.430			0.010		-1.020		-1.660
17		8.577		7.206		0.390			6.900		0.290		-1.220
18		3.800		5.124		0.380			4.740		-1.450		1.910
19		0.733		1.010		0.440			0.650		0.420		0.220
20		-2.563		-1.726		0.400			-2.950		-3.610		4.300
21		4.642		4.060		0.410			2.850		-3.400		-1.530
22		-1.797		-1.052		0.390			-2.710		-4.500		-1.800
23		-17.062		-14.443		0.420			-16.100		-5.910		5.680
24		15.711		6.404		0.450			5.960		0.010		-3.750
25		-3.543		8.134		0.330			7.120		-3.360		-2.860
26		3.582		6.061		0.300			5.870		1.370		-3.690
27		10.012		5.755		0.370			5.940		-0.310		-4.950
28		6.638		4.182		0.360			3.460		1.140		-6.150
29		-4.206		-3.096		0.360			-4.140		-5.600		1.660
30		5.429		4.004		0.430			3.330		-3.810		-3.030
31		0.806		3.870		0.360			4.480		2.900		2.790
32		-3.526		-2.358		0.330			-2.400		3.460		3.080
33		4.743		5.549		0.410			4.710		3.420		-4.320
34		-0.750		-3.122		0.380			-3.450		2.010		0.710
35		-1.869		-0.493		0.390			-1.340		-1.170		-1.250
36		-1.181		-2.742		0.400			-2.680		3.220		-3.170
37		7.066		6.334		0.380			5.800		-6.520		-3.190
38		2.424		2.027		0.350			3.200		7.700		-8.100
39		10.060		5.891		0.430			7.840		6.980		-9.040
40		-3.838		-5.014		0.400			-4.420		4.090		-0.170
41		5.777		-1.889		0.440			2.540		21.480		-12.030

requirement:

I will rate you, thanks

answers to three decimal places. Sharpe ratio for AFNDO: Sharpe ratio for SFX: how AfWDX has been managed. Do not round intermedite caloulatiors. Pound your arswers to four docimal plaoes. 1. Jensen's alpha coefficient: The value indicates that the marager gererated a 2. Bota coefident: The furd is unly shghtly 3. R-kopurod monaun: It is Ireynor raldu fur AI NDK: Ireymor radu fur 'shX: Tinciong crmr on a morlhly hnsis: The walue at trieking cmor indicstes that the round Intermediate calculatians. Rnund your answers to tour ferimal plsces. Lriformatuon fatuo in a mranthly besis: Liformatuon rato on ari erriualiaed basc: The mariager's investrent prowess relative to the oeneral equity market s corsidered as Lecguse the anoclized IR is 3. Use a 5% level of significance. Do not round intermediate caloulaticre. Round your answers to four decimel places. Use a minus sign to encer negat ve values, if any. 1. Intercept coefficient: 2. Beta coeffidenta: Excess marloet: 3. answers to three decimal places. Sharpe ratio for AFNDO: Sharpe ratio for SFX: how AfWDX has been managed. Do not round intermedite caloulatiors. Pound your arswers to four docimal plaoes. 1. Jensen's alpha coefficient: The value indicates that the marager gererated a 2. Bota coefident: The furd is unly shghtly 3. R-kopurod monaun: It is Ireynor raldu fur AI NDK: Ireymor radu fur 'shX: Tinciong crmr on a morlhly hnsis: The walue at trieking cmor indicstes that the round Intermediate calculatians. Rnund your answers to tour ferimal plsces. Lriformatuon fatuo in a mranthly besis: Liformatuon rato on ari erriualiaed basc: The mariager's investrent prowess relative to the oeneral equity market s corsidered as Lecguse the anoclized IR is 3. Use a 5% level of significance. Do not round intermediate caloulaticre. Round your answers to four decimel places. Use a minus sign to encer negat ve values, if any. 1. Intercept coefficient: 2. Beta coeffidenta: Excess marloet: 3