Question: Using the return data on portfolios A and B provided in the accompanying spreadsheet, compute the average return for portfolio B. Round off your answer

Using the return data on portfolios A and B provided in the accompanying spreadsheet, compute the average return for portfolio B. Round off your answer to three digits after the decimal point. State your answer as a percentage point, such as 1.234.

Using the return data on portfolios A and B
Copiar formato Portapapeles Fuente R12 A B C D E F Excess Returns over the risk free rate 2 Month A B M 5.63 3.86 3.25 2 -2.86 -0.10 7.36 3 8.56 3.58 4.32 4 13.18 38.14 15.46 5 10.83 13.93 8.76 6 11.43 40.13 15.41 1.61 -7.79 5.10 8 7.61 1.88 3.79 11 9 5.67 1.90 -14.22 12 10 9.81 13.14 7.54 13 11 -1.96 4.63 2.08 14 12 2.83 -0.72 2.46 15 16 17 18 19 20 21 22 23 24 25

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!