Question: Please answer using excel The following are the annual total returns for the Northern Stock Exchange (N300) and Xbit Mining Corp, along with the one-yearT-bill
Please answer using excel
The following are the annual total returns for the Northern Stock Exchange (N300) and Xbit Mining Corp, along with the one-yearT-bill rates for the Country of North.
Required:
1. Compute the excess returns for the N300 and for Xbit.
2. Graph the excess returns for Xbit against the N300. Use Excel to compute the Alpha, Beta, and R squared of Xbit's excess returns vs N300's excess returns.
3. Is Xbit anaggressiveor defensive stock?
4. Calculate the Sharpe ratio, Jensen's alpha, and Treynor ratio for Xbit.
Xbit Mining and Northern 300 Exchange
Year N300 return Xbit return T-bill
2007 12.75% 15.76% 2.17%
2008 -25.55% -27.35% 1.32%
2009 -5.78% -7.56% 1.26%
2010 12.76% 16.54% 2.75%
2011 10.45% 16.75% 4.38%
2012 5.55% 10.45% 5.00%
2013 20.55% 28.55% 3.34%
2014 30.15% 42.76% 0.37%
2015 -5.65% -10.78% 0.47%
2016 0.00% -5.76% 0.29%
2017 12.55% 22.45% 0.12%
2018 9.55% 15.32% 0.16%
2019 10.45% 15.75% 0.13%
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