How well did passive portfolio track the s and p benchmark

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Reference no: EM132452002

Discussion 1: Given the monthly returns that follow, how well did the passive portfolio track the S&P 500 benchmark?

Discussion 2: Find the R2, alpha, and beta of the portfolio. Compute the average return differential with and without sign. Month Portfolio Return S&P 500 Return 5.0% 5.2% January 0.05 0.052 February (2.3) (3.0) March (1.8) (1.6) April 2.2 1.9 May 0.4 0.1 June (0.8) (0.5) July - 0.2 August 1.5 1.6 September (0.3) (0.1) October (3.7) (4.0) November 2.4 2.0 December 0.3 0.2

Reference no: EM132452002

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