Question: UCLA HOMEWORK QUESTION 7 Using the expected returns, separately decompose the returns into their expected, systematic, and unsystematic components. You must compute two expected returns

UCLA HOMEWORK QUESTION 7

Using the expected returns, separately decompose the returns into their expected, systematic, and unsystematic components. You must compute two expected returns (the data-driven and CAPM), and have two decompositions.

Year	Portfolio Return (%)	Market Return (%)
1	11.58	16.25
2	6.21	-3.21
3	-2.63	3.92
4	-11.69	-19.64
5	9.87	6.87
6	12.23	11.11
7	21.69	16.97
8	17.01	18.67
9	5.04	12.6
10	2.97	-2.67

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