The table shows the average returns and betas for the five ETFs, S&P 500, and Treasury. VONF
Fantastic news! We've Found the answer you've been seeking!
Question:
The table shows the average returns and betas for the five ETFs, S&P 500, and Treasury.
VONF IJT PDP FTA FNY S&P 500 Treasury
Annualize mean 0.07148 0.11941 0.09613 0.07483 0.10233 0.09637 0.02541
Beta 1.01106 1.11377 1.01507 1.02652 1.09928 1.00000 0.00000
- Create a SML with the S&P 500 index's and the Treasury's average returns and betas.
- Determine whether the ETFs have return and beta combinations above or below the line you generated. Explain the arbitrage strategy you would form with one of the ETFs, index, or Treasury.
Related Book For
Posted Date: