Question: Please show work in Excel if possible, thanks! 10. (Regression, Sharpe, Jensen's alpha, Treynor) Consider the following data concerning the S&P 500, FedEx Company, and
Please show work in Excel if possible, thanks!

10. (Regression, Sharpe, Jensen's alpha, Treynor) Consider the following data concerning the S\&P 500, FedEx Company, and the return on 1-year U.S. Treasury Bills. a. Compute the excess returns for the S\&P 500 and for FedEx. b. Graph the excess return of FedEx against those of the S\&P 500. Use Excel to compute the regression line and the R2. c. Is FedEx stock an aggressive or a defensive stock? d. Calculate the Sharpe ratio, Jensen's alpha, and Treynor ratio for FedEx
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
