Question: please help solve this: For following questions use the dataset managers from the PerformanceAnalytics package in R. This dataset is already in XTS format and

please help solve this:

please help solve this: For following questions use the dataset \"managers\" from

For following questions use the dataset \"managers\" from the PerformanceAnalytics package in R. This dataset is already in XTS format and no further data cleaning is necessary. Please use this dataset as is and DO NOT impute any null values with 0. The dataset begins on 1996-01-31 and end on 2006-12-31. It contains the following variables: HAMl-HAMG: Columns of monthly returns for six hypothetical asset managers EDHEC LS EQ: EDHEC Long-Short Equity hedge fund index SP500 TR: S&P 500 total returns US IOYR TR: Total return series for US Treasury 10-year bond US 3m TR: Total return series for US Treasury 3-month bill The dataset \"managers\" can be found by using the following code: library(PerformanceAnalytics) data(managers) 1. Which of the following investments (Hypothetical Asset Manager 1, Hypothetical Asset Manager 3, Hypothetical Manager 4, S&P 500) has the highest standard deviation over the entire period given by the dataset? (Dataset period: 1996- 0130 to 2006-12-31) A: Hypothetical Asset Manager 1 B: Hypothetical Asset Manager 3 C: Hypothetical Asset Manager 4 D: S&P 500 2. Which manager had the highest J ensen's Alpha? (Hint: You can use the US 10 Year Treasury Bond as the Risk-Free Rate and the S&P 500 Data as the Market Return) A: Hypothetical Manager 1 B: Hypothetical Manager 2 C: Hypothetical Manager 3 D: Hypothetical Manager 4 3. $8,000 invested in HAMl at the start of the entire period would have grown to what value by the end of the period. (Dataset period: 1996-01-30 to 2006-12-31) A: $40,205.40 B: $17,118.30 C: $23,320.45 D: $33,013.37 4. Find the Treynor ratio for HAM4 and HAM3 (using the Performance Analytics library). When nding both ratios use \"SP500 TR\" as your benchmark market return. Also, be careful to select the \"US 10Y TR\" as your Risk-Free rate. Comparing the Treynor ratio values, which had a stronger performance? A: HAM3's Treynor ratio is higher than HAM4 B: HAM3's Treynor ratio is lower than HAM4 C: HAM4's Treynor ratio is higher than HAM 3 D: HAM3 and HAM 4 have the same Treynor Ratio

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