11 Pages 2822 Words CAPM Regression

Questions 1-8 are connected. 1) Estimate a CAPM retirement control Fund 1 using monthly postulates aggravate the 1108 months from July 1926 to October 2018. What is Fund 1’s alpha in the CAPM? Round your rejoinder to the undeviating individual hundredth (e.g., 5.34 or -0.03). Also, when communication your rejoinder, regular transcribe the reckon and do NOT gather a “%” after it (e.g., regular transcribe 2.38 and NOT 2.38%). 2) Estimate a CAPM retirement control Fund 1 using monthly postulates aggravate the 1108 months from July 1926 to October 2018 . What is Fund 1’s beta in the CAPM? Round your rejoinder to the undeviating individual hundredth (e.g., 5.34 or -0.03). 3) Estimate a CAPM retirement control Fund 1 using monthly postulates aggravate the 1108 months from July 1926 to October 2018. What is the R-squared of the CAPM retirement control Fund 1? Report your rejoinder in decimal controlm to the undeviating individual hundredth (e.g., transcribe 0.78 and NOT 78 and NOT 78%). 4) Estimate a 3-Ingredient Model retirement control Fund 1 using monthly postulates aggravate the 1108 months from July 1926 to October 2018. What is Fund 1’s alpha in the 3-Ingredient Model? Round your rejoinder to the undeviating individual hundredth (e.g., 5.34 or -0.03). Also, when communication your rejoinder, regular transcribe the reckon and do NOT gather a “%” after it (e.g., regular transcribe 2.38 and NOT 2.38%). 5) Estimate a 3-Ingredient Model retirement control Fund 1 using monthly postulates aggravate the 1108 months from July 1926 to October 2018. What is the beta on the negotiate ingredient control Fund 1 in the 3-Ingredient Model? Round your rejoinder to the undeviating individual hundredth (e.g., 5.34 or -0.03). 6) Estimate a 3-Ingredient Model retirement control Fund 1 using monthly postulates aggravate the 1108 months from July 1926 to October 2018. What is the beta on the bulk ingredient in the 3-Ingredient Model? Round your rejoinder to the undeviating individual hundredth (e.g., 5.34 or -0.03). 7) Estimate a 3-Ingredient Model retirement control Fund 1 using monthly postulates aggravate the 1108 months from July 1926 to October 2018. What is the beta on the esteem ingredient in the 3-Ingredient Model? Round your rejoinder to the undeviating individual hundredth (e.g., 5.34 or -0.03). 8) Estimate a 3-Ingredient Model retirement control Fund 1 using monthly postulates aggravate the 1108 months from July 1926 to October 2018. What is the R-squared of the 3-Ingredient Model retirement control Fund 1? Report your rejoinder in decimal controlm to the undeviating individual hundredth (e.g., transcribe 0.78 and NOT 78 and NOT 78%). 6) Estimate a 3-Ingredient Model retirement control Fund 1 using monthly postulates aggravate the 1108 months from July 1926 to October 2018. What is the beta on the negotiate ingredient control Fund 1 in the 3-Ingredient Model? Round your rejoinder to the undeviating individual hundredth (e.g., 5.34 or -0.03). 7) Estimate a 3-Ingredient Model retirement control Fund 1 using monthly postulates aggravate the 1108 months from July 1926 to October 2018. What is the beta on the bulk ingredient in the 3-Ingredient Model? Round your rejoinder to the undeviating individual hundredth (e.g., 5.34 or -0.03). 8)

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