Tag: Beta Tracking Error
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Write the solution in Section 2 of the excel and answer the following questions as well: Which fund(s) outperform the benchmark (index)?
Solve the following parts by submitting an Excel file with calculations. Part 1 (Excel):Assume you want to invest in a market with two risky assets and the risk–free rate. The numbers arein the below table:Risky Risky Risk-freeAsset 1 Asset 2 Asset( ) 12.50% 7.50% 1.25%25.50% 15.50%120.65It is possible to choose from eight different portfolios of…
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Write the solution in Section 2 of the excel and answer the following questions as well: ▪ Which fund(s) outperform the benchmark (index)?
Part 1 (Excel): Assume you want to invest in a market with two risky assets and the risk-free rate. The numbers are in the below table: Risky Risky Risk-free Asset 1 Asset 2 Asset ( ) 12.50% 7.50% 1.25% 25.50% 15.50% 12 0.65 It is possible to choose from eight different portfolios of risky assets,…