Question: The data are returns of 533 hedge funds The returns

The data are returns of 533 hedge funds. The returns are computed as the change in value of assets managed by the fund during the month divided by the value of the assets at the start of the month.
(a) Describe the histogram and boxplot of the returns. Is the histogram symmetric and unimodal? Would you say that this histogram is bell shaped?
(b) Are there any outliers? Which fund had the highest return? The lowest?
(c) What normal model describes the distribution of returns of these hedge funds?
(d) Is the normal model in part (c) a good description of the returns? Explain how you decided whether it’s a good match or not.

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  • CreatedJuly 14, 2015
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