Use the from step b) to compute the monthly excess outperformance (or underperformance in case the number
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Question:
Use the from step b) to compute the monthly excess outperformance (or underperformance in case the number is negative) of Fund X. The formula is: RX - RVG (as a reminder Rx and Rvg are excess returns and not absolute returns). What is the average excess outperformance (or net alpha) for this fund over this time period? BETA IS 1.0497,
Enter value to 5 decimal places.
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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