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ouiput belowe penarted from regreseing Pund As excees returns on s ecs retums (BAP S00). Tetimate Get Pvelue intercept Market index o.0077 -1.2767 0.2066 1.3258 lo.3830 0.2157 6.1451 0.0000 Adj Req Observations so How wel does CAPM explain the retume on Fund A? O Explains over 30% of the variation in Fund A's excess returns O Explaine over 60% ofr the variation in Fund A's excess returms O Explains below 20% of the variation in Fund A's excess returns O Explains below 30% of the variation in Fund A's excess returns

ouiput belowe penarted from regreseing Pund As excees returns on s ecs retums (BAP S00). Tetimate Get Pvelue intercept Market index o.0077 -1.2767 0.2066 1.3258 lo.3830 0.2157 6.1451 0.0000 Adj Req Observations so How wel does CAPM explain the retume on Fund A? O Explains over 30% of the variation in Fund A's excess returns O Explaine over 60% ofr the variation in Fund A's excess returms O Explains below 20% of the variation in Fund A's excess returns O Explains below 30% of the variation in Fund A's excess returns

Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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The output below e penerted from regreseing Fund As exess returns on wkets excees retume (8AP S00). Kiatimate Glet Pavelue intercept L0.000 o.0077 1.2767 0.2066 Market index 1.3258 0.2157 6.1451 0.0000 Adj Reg lObservatione o.3830 so How well does CAPM explain the retume on Fund A? O Expleine over 30% of the variation in Fund A's excess returns O Explains over 60% ofr the variation in Fund A's excess returns O Explains below 20% of the varlation in Fund A's excess returns O Explains below 30% of the variation in Fund A's excess returns
Transcribed Image Text:The output below e penerted from regreseing Fund As exess returns on wkets excees retume (8AP S00). Kiatimate Glet Pavelue intercept L0.000 o.0077 1.2767 0.2066 Market index 1.3258 0.2157 6.1451 0.0000 Adj Reg lObservatione o.3830 so How well does CAPM explain the retume on Fund A? O Expleine over 30% of the variation in Fund A's excess returns O Explains over 60% ofr the variation in Fund A's excess returns O Explains below 20% of the varlation in Fund A's excess returns O Explains below 30% of the variation in Fund A's excess returns
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