The table below gives the deviations of a hypothetical portfolio's annual total returns (gross of fees) from

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The table below gives the deviations of a hypothetical portfolio's annual total returns (gross of
fees) from its benchmark's annual returns, for a 12-year period ending in 2003.
Portfolio's Deviations from Benchmark Return,
1992-2003 (%)
1992...................................... ˆ’7.14
1993...................................... 1.62
1994...................................... 2.48
1995...................................... ˆ’2.59
1996...................................... 9.37
1997...................................... ˆ’0.55
1998...................................... ˆ’0.89
1999...................................... ˆ’9.19
2000...................................... ˆ’5.11
2001...................................... ˆ’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.
Relative Frequency (%) Cumulative Relative Frequency (%) Cumulative Frequency Return Interval -9.19 SA<-4.55 Frequency -

B. Construct a histogram using the data.
C. Identify the modal interval of the grouped data.

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Related Book For  book-img-for-question

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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