Based on the table if you were holding just a few stocks in your portfolio, which...

   

Transcribed Image Text:

Based on the table if you were holding just a few stocks in your portfolio, which security would be considered best performer in that content? Average St.dev. Intercept Beta St.dev.(e) Rf= Jehnsen Alpha M² Information Ratio Market 1.27% 5.37% 1 0.17% JNJ 1.18% 5.41% 0.0041 0.61 4.30% 0.34% -0.10% 0.0953 WFC 0.65% 10.26% -0.0075 1.10 8.40% -0.73% -0.85% -0.0893 WMT 1.31% 4.92% 0.0073 0.45 4.29% 0.65% 0.14% 0.1702 Based on the table if you were holding just a few stocks in your portfolio, which security would be considered best performer in that content? Average St.dev. Intercept Beta St.dev.(e) Rf= Jehnsen Alpha M² Information Ratio Market 1.27% 5.37% 1 0.17% JNJ 1.18% 5.41% 0.0041 0.61 4.30% 0.34% -0.10% 0.0953 WFC 0.65% 10.26% -0.0075 1.10 8.40% -0.73% -0.85% -0.0893 WMT 1.31% 4.92% 0.0073 0.45 4.29% 0.65% 0.14% 0.1702 Based on the table if you were holding just a few stocks in your portfolio, which security would be considered best performer in that content? Average St.dev. Intercept Beta St.dev.(e) Rf= Jehnsen Alpha M² Information Ratio Market 1.27% 5.37% 1 0.17% JNJ 1.18% 5.41% 0.0041 0.61 4.30% 0.34% -0.10% 0.0953 WFC 0.65% 10.26% -0.0075 1.10 8.40% -0.73% -0.85% -0.0893 WMT 1.31% 4.92% 0.0073 0.45 4.29% 0.65% 0.14% 0.1702 Based on the table if you were holding just a few stocks in your portfolio, which security would be considered best performer in that content? Average St.dev. Intercept Beta St.dev.(e) Rf= Jehnsen Alpha M² Information Ratio Market 1.27% 5.37% 1 0.17% JNJ 1.18% 5.41% 0.0041 0.61 4.30% 0.34% -0.10% 0.0953 WFC 0.65% 10.26% -0.0075 1.10 8.40% -0.73% -0.85% -0.0893 WMT 1.31% 4.92% 0.0073 0.45 4.29% 0.65% 0.14% 0.1702

Answer rating: 100% (QA)

To determine the best performer among the three securities JNJ WFC WMT in the context of holding jus... View the full answer