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Suppose You Have 5-Year Annual Data on the Excess Returns

Question 23

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Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where is the return on fund ABC, is the risk-free rate and is the return on the market index) : -Given the data in question 6, what is the estimated beta ( ) of Fund ABC? A) 3.1 B) 2.1 C) 1.1 D) None of the above is the return on fund ABC, Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where is the return on fund ABC, is the risk-free rate and is the return on the market index) : -Given the data in question 6, what is the estimated beta ( ) of Fund ABC? A) 3.1 B) 2.1 C) 1.1 D) None of the above is the risk-free rate and Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where is the return on fund ABC, is the risk-free rate and is the return on the market index) : -Given the data in question 6, what is the estimated beta ( ) of Fund ABC? A) 3.1 B) 2.1 C) 1.1 D) None of the above is the return on the market index) :
Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where is the return on fund ABC, is the risk-free rate and is the return on the market index) : -Given the data in question 6, what is the estimated beta ( ) of Fund ABC? A) 3.1 B) 2.1 C) 1.1 D) None of the above
-Given the data in question 6, what is the estimated beta ( Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where is the return on fund ABC, is the risk-free rate and is the return on the market index) : -Given the data in question 6, what is the estimated beta ( ) of Fund ABC? A) 3.1 B) 2.1 C) 1.1 D) None of the above ) of Fund ABC?


A) 3.1
B) 2.1
C) 1.1
D) None of the above

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