Go to Kenneth French's data library site at http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html. Select two industry portfolios of your choice and
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Go to Kenneth French's data library site at http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html. Select two industry portfolios of your choice and download 36 months of data. Download other data from the site as needed to perform the following tasks.
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Solution The two industry portfolios nclude 1 a largecap SP 500 index fund and 2 a smallcap value fu...View the full answer
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