Question 14
[5 points]
For this question, refer to the Excel file with the tab"Question 14." This tab contains the daily closing stock price forEnergy Corp. from January 3, 2022 until June 30, 2022. It alsocontains closing prices for the S&P 500 index (using the SPYETF). As you know, the SPY represents the performance of theaggregate market. Assume that the risk-free rate is zero over thissample period.
The Treynor Ratio for Energy Corp. over this given sample periodis _________.
In your answer, round off to two decimal places. For example,2.94516 can be rounded off to 2.95. Use the market model toestimate beta where appropriate.
Directions: This is a fill in the blank question. Round off totwo decimal places.
Question 14 [5 points] For this question, refer to the Excel file with the tab "Question 14." This tab contains the dail
-
- Site Admin
- Posts: 899603
- Joined: Mon Aug 02, 2021 8:13 am