Solution-Explain majority of the return variabilities

Explain majority of the return variabilities

Assignment Help Finance Basics

Reference no: EM133057599

Before investing the fund, you would like to know more about the fund manager's investment strategy. To obtain more information, you choose to use the Style analysis technique. Based on the regression output below for a range of asset classes, what is/are the major portfolio strategies of this fund? Please explain your answers. Do the asset allocation strategies explain majority of the return variabilities?

Style Portfolio	Regression Coefficient	P-values
Small Cap	0.3967	0.2936
Medium Cap	0.4356	0.0043
Large Cap	0.1136	0.7865
Low Book-to-Market (Growth)	0.7131	0.0012
High Book-to-Market (Value)	0.1368	0.6141
R-square	0.3664

Reference no: EM133057599

Questions Cloud

What is the impact on the bank : What is the impact on the bank, in terms of the cash flows gained/lost and their PV? Assume the current exchange rate is 1.37 USD/GBP and the risk-free rates

Assignment on dupont analysis : How much are the? firm's sales? Triangular Chemicals has total assets of $94 million, a return on equity of 37?percent, a net profit margin of 4.7?percent, and

Prepare a sales budget for Templeton Corporation : Unit sales are expected to increase 10 percent this coming year over the same quarter last year. Prepare a sales budget for Templeton Corporation

Expected return and volatility of the minimum : -What are the expected return and volatility of the minimum-risk portfolio?

Explain majority of the return variabilities : Before investing the fund, you would like to know more about the fund manager's investment strategy. To obtain more information, you choose to use the Style ana

Discuss whether the term corporate entrepreneurship : Discuss whether the term "corporate entrepreneurship" is an oxymoron. Can corporations-especially large ones-be innovative?

Communication and group dynamics are important elements : Communication and group dynamics are important elements within the leading facet of the P-O-L-C framework. R

Example proof that markets are inefficient : Your friend Karla claims that she has proof that markets are not efficient. "Why, just yesterday," she says, "GM announced profits, yet its stock price fell." I

What are you doing to establish this fund : How important do you think an Emergency Fund is for your financial plan, and what are you doing to establish this fund

User Account

All Pages

Explain majority of the return variabilities

Reference no: EM133057599

Reference no: EM133057599

Questions Cloud

Reviews

Write a Review

Finance Basics Questions & Answers

Financial reporting and analysis

A report on financial accounting

Describe the types of financial ratios

Differences between sole proprietorship and corporation

Prepare a cash budget statement

What are the implied interest rates

State pricing theory and no-arbitrage pricing theory

Small business administration

Effect of financial leverage

Evaluate the basis for the payment to the lender

Importance of opps, ipps, mpfs and dmepos

Time value of money

Assured A++ Grade

Academics

Major Subjects

Majors

Get In Touch

TERMS & POLICIES

HELP & SUPPORT