Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute the average return differential with and without sign. Do not round intermediate calculations. Round your answers to two decimal places. Month Portfolio Return S&P 500 Return January 5.8 % 6.1 % February -2.9 -3.7 March -1.9 -1.4 April 2.4 2.0 May 0.6 0.0 June -1.0 -0.7 July 0.1 0.8 August 1.2 1.6 September -0.8 -0.6 October -3.1 -3.5 November 2.6 2.2 December 0.3 0.2 R2: Alpha: % Beta: Average return difference (with signs): % Average return difference (without signs) %

Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute the average return differential with and without sign. Do not round intermediate calculations. Round your answers to two decimal places. Month Portfolio Return S&P 500 Return January 5.8 % 6.1 % February -2.9 -3.7 March -1.9 -1.4 April 2.4 2.0 May 0.6 0.0 June -1.0 -0.7 July 0.1 0.8 August 1.2 1.6 September -0.8 -0.6 October -3.1 -3.5 November 2.6 2.2 December 0.3 0.2 R2: Alpha: % Beta: Average return difference (with signs): % Average return difference (without signs) %

Holt Mcdougal Larson Pre-algebra: Student Edition 2012

1st Edition

ISBN:9780547587776

Author:HOLT MCDOUGAL

Publisher:HOLT MCDOUGAL

Chapter7: Percents

Section7.7: Simple And Compound Interest

Problem 23E

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