Mathematics, 16.12.2019 22:31, rafi10
Consider the two (excess return) index-model regression results for stocks a and b. the riskfree rate over the period was 7%, and the market’s average return was 12%. performance is measured using an index model regression on excess returns. stock a stock b index model regression estimates 1% + 1.2(rm – rf) 2% + .8(rm – rf) r-square 0.623 0.46 residual standard deviation, σ(e) 11.1% 19.9% standard deviation of excess returns 22.4% 26.5%a. calculate the following statistics for each stock: (round your answer to 4 decimal places. omit the "%" sign in your response.)stock a stock b i. alpha % % ii. information ratio iii. sharpe measure iv. treynor measure b. which stock is the best choice under the following circumstances? i. this is the only risky asset to be held by the investor. (click to select)stock astock b ii. this stock will be mixed with the rest of the investor’s portfolio, currently composed solely of holdings in the market-index fund.(click to select)stock bstock a iii. this is one of many stocks that the investor is analyzing to form an actively managed stock portfolio.(click to select)stock bstock a
Answers: 1
Mathematics, 21.06.2019 19:00, adrianwoods1507
1c) the number 131 is a term in the sequence defined by the explicit rule f(n)=5n-4. which term in the sequence is 131? 2a) write the first four terms of the function f(n)=n^2-1 2b) what is the 10th term of the sequence defined by the explicit rule f(n)=n^2-1 2c) the number 224 is a term in the sequence defined by the explicit rule f(n)=n^2-1. which term in the sequence is 224?
Answers: 2
Mathematics, 22.06.2019 01:00, chrischris1
The answer is 7.2 how would you put this as money
Answers: 2
Mathematics, 22.06.2019 01:30, QuestionsAnsweredNow
The actual length of side y is 22 cm. use the scale drawing to find the actual length of side x. a) 15.2 cm b) 17.1 cm c) 18.0 cm d) 28.3 cm
Answers: 1
Consider the two (excess return) index-model regression results for stocks a and b. the riskfree rat...
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