Question: 1). Please explain what is a zero beta model and how is it different from the CAPM? 2). What does Skewness measure? why do we
2). What does Skewness measure? why do we need this indicator? Which fund would be most attractive to investors, please explain why?
Funds | Skewness |
Fund 1 | -0.1894798 |
Fund 2 | -0.2775975 |
Fund 3 | -0.4715127 |
Fund 4 | 0.4547652 |
Fund 5 | 0.3260687 |
Fund 6 | 0.5483733 |
Fund 7 | -0.1494167 |
Fund 8 | 0.1548212 |
Fund 9 | 0.0160796 |
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