Question: 7. Using the data in sheet 2 of the Excel data sheet, calculate the following on a monthly basis for your portfolio from December 2018

December 2018 to March 2019: actual return, expected return, abnormal return. 8.

7. Using the data in sheet 2 of the Excel data sheet, calculate the following on a monthly basis for your portfolio from December 2018 to March 2019: actual return, expected return, abnormal return. 8. Based on your calculations in (7) above, explain whether your portfolio has outperformed or underperformed the market during the six-month period ending in June 2017. Part (7): Month PRICE_AMBERTECH PRICE_AGL PRICE_JB ASXALL ORDINARIES INDEX THREE-MONTH BANKB (AMBER) (AGL) (JB) r(m) r(f) Portfolio actual rett Portfolio expecte Portfolio abnormal return 31/12/18 31/1/19 28/2/19 29/3/19 Cumulative return Part (8):\f

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