The table below gives the deviations of a hypothetical portfolio's annual total returns (gross of fees) from
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fees) from its benchmark's annual returns, for a 12-year period ending in 2003.
Portfolio's Deviations from Benchmark Return,
1992-2003 (%)
1992...................................... 7.14
1993...................................... 1.62
1994...................................... 2.48
1995...................................... 2.59
1996...................................... 9.37
1997...................................... 0.55
1998...................................... 0.89
1999...................................... 9.19
2000...................................... 5.11
2001...................................... 0.49
2002...................................... 6.84
2003...................................... 3.04
A. Calculate the frequency, cumulative frequency, relative frequency, and cumulative relative frequency for the portfolio's deviations from benchmark return, given the set of intervals in the table that follows.
B. Construct a histogram using the data.
C. Identify the modal interval of the grouped data.
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Related Book For
Quantitative Investment Analysis
ISBN: 978-1119104223
3rd edition
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
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