Question: Question 2 This question is based on the Find_SR_Again tab of spreadsheet. Fill in the highlighted cells using appropriate formulas. Can you explain why the

Question 2

This question is based on the Find_SR_Again tab of spreadsheet.

Fill in the highlighted cells using appropriate formulas.

Can you explain why the two numbers highlighted in red are different?

Calculate the Fama-French 3-factor loadings and alpha for the portfolio. Ignore Sensata.

(Youre responsible for understanding the how the calculations work, but this website can do the computation for you: https://www.portfoliovisualizer.com /factor-analysis.)

Repeat part (c), but now leave VTI out of the portfolio. VTI is an index fund; explain why it might make sense to leave out VTI if you are trying to analyze performance.

Question 2 This question is based on the Find_SR_Again tab of spreadsheet.

Helpful website: https://www.portfoliovisualizer.com/factor-analysis This website doesn't have Sensata. You can just leave it out. Helpful website: https://www.portfoliovisualizer.com/factor-analysis This website doesn't have Sensata. You can just leave it out

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