Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where is the return on fund ABC, is the risk-free rate and is the return on the market index):

-Given the data in question 6, what is the estimated beta ( ) of Fund ABC?
A) 3.1
B) 2.1
C) 1.1
D) None of the above

Question

Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where

is the return on fund ABC, Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where is the return on fund ABC, is the risk-free rate and is the return on the market index) : -Given the data in question 6, what is the estimated beta ( ) of Fund ABC? A) 3.1 B) 2.1 C) 1.1 D) None of the above

is the risk-free rate and Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where is the return on fund ABC, is the risk-free rate and is the return on the market index) : -Given the data in question 6, what is the estimated beta ( ) of Fund ABC? A) 3.1 B) 2.1 C) 1.1 D) None of the above

is the return on the market index) :
Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where is the return on fund ABC, is the risk-free rate and is the return on the market index) : -Given the data in question 6, what is the estimated beta ( ) of Fund ABC? A) 3.1 B) 2.1 C) 1.1 D) None of the above

-Given the data in question 6, what is the estimated beta ( Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where is the return on fund ABC, is the risk-free rate and is the return on the market index) : -Given the data in question 6, what is the estimated beta ( ) of Fund ABC? A) 3.1 B) 2.1 C) 1.1 D) None of the above

) of Fund ABC?

-Given the data in question 6, what is the estimated beta (  ) of Fund ABC?
A) 3.1 
B) 2.1 
C) 1.1 
D) None of the above

Quizplus · Accepted Answer

The Answer of Suppose you have 5-year annual data on the excess returns on a fund manager’s portfolio (“fund ABC”) and the excess returns on a market index (where   is the return on fund ABC,   is the risk-free rate and   is the return on the market index):

-Given the data in question 6, what is the estimated beta (  ) of Fund ABC?
A) 3.1 
B) 2.1 
C) 1.1 
D) None of the above

Suppose You Have 5-Year Annual Data on the Excess Returns