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Problem 1 Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). A B с 1
Posted: Mon May 02, 2022 8:52 am
by answerhappygod
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Problem 1 Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). A B с 1 Year Fund Market 2 1 14% 13% 3 2 -30% -14% 4 3 -6% -2% 5 4 5% 28% 6 LT 5 14% 8% هام | 7 6 11% 8% Part 1 Attempt 1/10 for 10 pts. Regress the returns on the stock on the returns on the S&P 500. What is the beta of the fund, using the industry model (not subtracting the risk-free rate), i.e., the slope coefficient of the regression? 2+ decimals Submit