Question: For next 3 questions SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Standard E Observatio Regressio Residual Total 0.945364 0.893714 0.88812 1.211465 61

For next 3 questions

SUMMARY OUTPUT

Regression Statistics

Multiple R

R Square

Adjusted R

Standard E

Observatio

Regressio

Residual

Total

0.945364

0.893714

0.88812

1.211465

61

3

57

60

703.4257

83.65596

787.0816

234.4752

1.467648

159.7625

1.03895E27

ANOVA

n

df SS

MS F

t Stat Pvalue

Significance F

Lower 95%

Coefficientstandard Erro

Upper 95% ower 95.0%Upper 95.0%

Intercept

0.37313

0.172766

2.15975

0.035012

0.719090107

0.02717

0.71909

0.02717

MktRF

1.16765

0.055737

20.9492

1.87E28

1.056038032

1.279262

1.056038

1.279262

SMB

0.044066

0.068291

0.645265

0.521344

0.092684148

0.180815

0.09268

0.180815

HML

0.14649

0.071428

2.05088

0.044886

0.003458134

0.289521

0.003458

0.289521

20. Examining the figure above, what is the information ratio?

21. Examining the figure above, is this a fund you would want to invest in? Why or why not.

22. Examining the figure above, what kind of fund is this?

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