Question: can u please do questions d,e,f and expleainig the steps The following data are available relating to the performance of Istanbul Stock Fund, the market


can u please do questions d,e,f and expleainig the steps
The following data are available relating to the performance of Istanbul Stock Fund, the market portfolio and T-Bill Return: Istanbul T-Bill Stock Return Return Market Return Year Y X 1 12% -8 -6 2 12 8 9 3 12 18 20 4 12 22 18 5 16 -10 -10 6 16 24 18 7 16 28 22 8 18 8 13 9 18 26 18 10 18 30 22 Mean Std. Dev a. Calculate the Beta of the Istanbul Stock Fund? ()- (x) Beta = (?)- ()? b. Calculate the Alpha of the Istanbul Stock Fund? Alpha = [EY/T]-[Betax(EX/T)] c. Calculate the Correlation Coefficient between Istanbul Stock Fund and the Market? Correlation Coefficient = (TxEXY)-(YxEX) {[(TxEY?)(EY)?][(TxEX?)-(EX)?]}"2 d. What is the ex post alpha (Jensen's measure) of performance evaluation for Istanbul Stock Fund? Draw the ex post SML and compare the performance with the market. e. Calculate Reward-to-Variability Ratio (Sharpe's measure) of performance for Istanbul Stock Fund. Draw the ex post CML and compare the performance with the market. f. Calculate the Reward-to-Volatility Ratio (Treynor's measure) of performance for Istanbul Stock Fund and Comment on the Fund's risk-adjusted performance. year XY X^2 Y^2 Istambul Stock Market Return Return (V) (X) -8 -6 1 48 36 64 2 8 9 72 81 64 3 18 20 360 324 400 324 4 22 18 396 484 5 -10 -10 100 100 100 6 24 18 432 324 576 7 28 22 616 484 784 8 8 13 104 169 64 9 26 18 468 324 676 10 30 22 660 484 900 4036 TOTAL 146 124 3256 2726 a) Beta = () - (x) Beta (TxEX?)-(EX) b) Alpha= Alpha = [LY/T)-[Betax(EX/T)] = (146/10) - (1.2164*(124/10)) = (14.6) - (1.2164* (12.4)) Beta = (10*3256) - (146*124) (10*2726) - (124*124) = 14.60 - 15.08 = -0.48 Beta = (32560) - (18104) (27260) - (15376) Beta = (14456)/(11884) Beta = 1.2164 c) Correlation coefficient between stock and market: Correlation Coefficient ()- () {[()- () (?)- ()]}72 (10 * 3256) - (146*124) {[(10*4036) - (146*146)] * [(10*2726)-(124*124)]}^(1/2) (32,560) - (18,104) {[(40,360) - (21,316)] * [(27,260)-(15,376)]}^(1/2) 14,456 {[19,044] * [11,884]}^(1/2) = 14,456 / 15,043.90 = 0.9609
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