Question: Here is the excel link https://docs.google.com/spreadsheets/d/1pba8nBPSkogGwJBmzBeckIXwBbXRIfZrf7hbADBS8iw/htmlview 9. Use the sheets of RM RF and Q9_Industry Portfolios from the file Data.xlsx. There are 9 industry portfolios,

Here is the excel link

https://docs.google.com/spreadsheets/d/1pba8nBPSkogGwJBmzBeckIXwBbXRIfZrf7hbADBS8iw/htmlview

Here is the excel linkhttps://docs.google.com/spreadsheets/d/1pba8nBPSkogGwJBmzBeckIXwBbXRIfZrf7hbADBS8iw/htmlview 9. Use the sheets of "RM RF"

9. Use the sheets of "RM RF" and "Q9_Industry Portfolios" from the file "Data.xlsx". There are 9 industry portfolios, with industry definitions provided, and their portfolio returns are reported. RM and RF refer to the return on the market portfolio and the risk-free rate, respectively. Note that numbers for all returns provided in the file are reported in percentage. No points are given without showing calculation steps or giving detailed explanation. a. How do portfolios react differently across industries to the COVID-19 around the period in 202003? (4 marks)+ b. Define 201901-202001 as the BEFORE period, and 202005-202103 as the AFTER period. Analyze the portfolio returns across industries in the BEFORE and AFTER periods, respectively, and discuss the results. (6 marks) +

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!