Monthly returns, in percent SP 500 RiskFree asset Portfolio Month1 1.8710 0.1694 2.6399 Month2 2.1660 0.1629 2.8807
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Monthly returns, in percent | |||
SP 500 | RiskFree asset | Portfolio | |
Month1 | 1.8710 | 0.1694 | 2.6399 |
Month2 | 2.1660 | 0.1629 | 2.8807 |
Month3 | 3.6299 | 0.1471 | 3.8000 |
Month4 | 3.0182 | 0.1509 | 3.4601 |
Month5 | -0.0392 | 0.1415 | -0.2885 |
Month6 | -8.2319 | 0.1291 | -7.9074 |
Month7 | -12.3513 | 0.1339 | -10.9948 |
Month8 | 12.8194 | 0.2035 | 11.2941 |
Month9 | 4.7628 | 0.0525 | 4.9683 |
Month10 | 1.9887 | 0.0155 | 2.7926 |
Month11 | 5.6385 | 0.0149 | 6.1024 |
Month12 | 7.1881 | 0.0126 | 7.5139 |
Month13 | -3.7997 | 0.0112 | -2.9336 |
Month14 | -2.6594 | 0.0104 | -1.5111 |
Month15 | 10.9464 | 0.0124 | 12.0939 |
Month16 | 3.8448 | 0.0143 | 3.3406 |
Month17 | -1.0096 | 0.0120 | 0.4979 |
Month18 | 2.7575 | 0.0083 | 4.0462 |
Month19 | 4.3796 | 0.0089 | 4.6032 |
Month20 | 5.3369 | 0.0095 | 5.8422 |
Month21 | 0.6984 | 0.0088 | 1.7204 |
Month22 | 2.3345 | 0.0073 | 1.4137 |
Month23 | 2.3755 | 0.0088 | 2.5766 |
Month24 | 3.0406 | 0.0083 | 2.7834 |
Month25 | -4.6510 | 0.0080 | -5.2840 |
Month26 | 7.0062 | 0.0094 | 6.2762 |
Month27 | -0.6929 | 0.0115 | -1.9685 |
Month28 | 4.4816 | 0.0147 | 5.3701 |
Month29 | -5.1747 | 0.0185 | -4.6402 |
Month30 | -2.9942 | 0.0283 | -2.3977 |
Month31 | 3.7130 | 0.0650 | 1.0116 |
Month32 | -8.7202 | 0.0743 | -7.2246 |
Month33 | 0.1835 | 0.1177 | -0.8481 |
Month34 | -8.2544 | 0.1553 | -7.1315 |
Month35 | 9.2205 | 0.2171 | 8.3193 |
Month36 | -4.0782 | 0.2371 | -4.4996 |
1. Calculate the monthly average of portfolio:
a. raw returns
b. excess returns
c. active returns
Related Book For
Essentials Of Corporate Finance
ISBN: 9780073405131
6th Edition
Authors: Stephen A. Ross, Randolph Westerfield, Bradford D. Jordan
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