Compute the average ret differential with and without sign

Reference no: EM131426391

1. Given the monthly returns that follow, how well did the passive portfolio track the S&h 500 benchmark? Find the R alpha, and beta of the portfolio. Compute the average ret differential with and without sign. S&P 500 Return Portfolio Return Month 5.2% 5.0% January 3.0 2.3 February 1.6 1.8 March 1.9 2.2 April 0.1 0.4 May 0.5 0.8 June 0.2 0.0 July 1.6 1.5 August -0.1 0.3 September 4.0 3.7 October 2.0 2.4 November 0.2 0.3 December

Reference no: EM131426391

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