Question: Stock A Index Model regression Model 2.00% + 1.4 (Rm-Rf) R-Square 0.5 Residual Standard Deviation 13.00% Standard Deviation of excess returns 21.35% Rf 7% Rm

Stock A
Index Model regression Model 2.00% + 1.4 (Rm-Rf)
R-Square 0.5
Residual Standard Deviation 13.00%
Standard Deviation of excess returns 21.35%
Rf 7%
Rm 13%
Calculate Sharpe Measure for A:

0.34

0.49

0.58

0.63

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!

Q:

Stock A Index Model regression Model 2.00% + 1.4 (Rm-Rf) R-Square 0.5 Residual Standard Deviation 13.00% Standard Deviation of excess returns 21.35% Rf 6% Rm 14% Calculate information ratio for A:...

Q:

Stock A Index Model regression Model 1.50% + 1.4 (Rm-Rf) R-Square 0.497 Residual Standard Deviation 11.00% Standard Deviation of excess returns 25.00% Rf 6% Rm 14% Calculate information ratio for A:...

Q:

Stock A Index Model regression Model 2% + 1.2 (Rm-Rf) R-Square 0.576 Residual Standard Deviation 11.00% Standard Deviation of excess returns 22.00% Rf 3% Rm 8% Calculate Trenor Measure for A:...

Q:

Stock A Index Model regression Model 3.50% + 0.9 (Rm-Rf) R-Square 0.4 Residual Standard Deviation 9.00% Standard Deviation of excess returns 20.00% Rf 6% Rm 14% What is the Alpha for Stock A

Q:

Index Model regression Model 2% + 1.1 (Rm-Rf) R-Square 0.452 Residual Standard Deviation 9.56% Standard Deviation of excess returns 19.58% Rf 6% Rm 14% What is the Alpha for Stock A Answers: 3.5% 2%...

Q:

Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 7%, and the market's average return was 14%. Performance is measured using...

Q:

Consider the two (excess return) index-model regression results for Stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 14%. Performance is measured using...

Q:

Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the markets average return was 14%. Performance is measured using an...

Q:

Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the markets average return was 14%. Performance is measured using an...

Q:

Hi again, I was hoping you can help with this investment management assignment. I am attaching the word document. It is 4 problems about asset management. Thank you for your help! Fin 6310 1. Assume...

Q:

Describe how a manager or coach could use the process of self-fulfilling prophecy to enhance an individuals performance.

Q:

A ships compass is mistakenly placed 8.35 cm away from a wire carrying a current of 8.25 A. (a) What is the strength of the wires magnetic field on the compass? (b) The strength of the earths...

Q:

4.2 Athena Ltd is an engineering business doing work for its customers to their particular requirements and specifications. It determines the full cost of each job taking a job costing approach,...

Q:

What is employee development ?

Q:

=+For all media we think in press releases. We write press releases for the big idea. What's the press going to write about?

Q:

=+5. Become an avid observer Pay attention to TV commercials you love. Why do you love them? What visual or verbal techniques could you borrow?

Q:

=+6. Become a collector Save great examples of promotional messages wherever you find them. Use your cell phone to snap a photo. Print out creative work from agency websites. Keep great brochures...