Using the monthly return data given below, what is the arithmetic mean excess return Date Nov 3 Dec 3 Jan 04 Portfolio P 0 95 2 01 3 14 Benchmark 0 86 1 90 2 94 Date Nov 3 Dec 3 Jan 04 Portfolio P 0 95 2 01 3 14 Benchmark 0 86 1 90 2 94 ...

Excess return calculated by subtracting portfolio return and bechmark return divided by trac ...

Using the monthly return data given below, what is the arithmetic mean excess return? Date Nov-3 Dec-3

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Using the monthly return data given below, what is the arithmetic mean excess return?

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Understanding Basic Statistics

ISBN: 9781111827021

6th Edition

Authors: Charles Henry Brase, Corrinne Pellillo Brase

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Using the monthly return data given below, what is the arithmetic mean excess return? Date Nov-3 Dec-3

Question:

Date Nov-3 Dec-3 Jan-04 Portfolio P 0.95% 2.01% 3.14% Benchmark 0.86% 1.90% 2.94% Date Nov-3 Dec-3 Jan-04 Portfolio P 0.95% 2.01% 3.14% Benchmark 0.86% 1.90% 2.94%

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Excess return calculated by subtracting portfolio return and bechmark return divided by trac... View the full answer

Understanding Basic Statistics

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