YYYYMM Return(Stk1) Return(Stk2) Return(Market) Return(T-bill) 201701 7.75% 3.00% 6.18% 0.20% 201702 1.27% 2.12% 1.63% 0.20% 201703 7.63% 1.50% 1.56% 0.15% 201704 9.25% -1.01% 2.09% 0.30% 201705 10.20% 2.66% 4.25% 0.30% 201706 4.33% 2.59% 0.41% 0.30% 201707 12.25% 10.41% 6.05% 0.35% 201708 4.98% -2.94% 2.37% 0.45% 201709 2.19% -1.69% -1.49% 0.20% 201710 4.05% 3.43% 2.51% 0.20% 201711 13.78% 8.29% 3.30% 0.15% 201712 2.01% 1.96% 2.54% 0.30% 201801 14.19% 23.60% 9.92% 0.30% 201802 -6.77% -4.18% -6.21% 0.55% 201803 -5.23% -10.14% -2.44% 0.60% 201804 -4.54% 1.93% 2.38% 0.20% 201805 2.32% -1.32% -1.10% 0.20% 201806 -1.35% -7.01% -4.97% 0.15% 201807 -9.80% -1.86% -1.29% 0.30% 201808 -4.28% -1.95% -2.43% 0.30% 201809 -4.94% 0.27% -0.36% 0.75% 201810 -17.39% -7.14% -10.11% 0.30% 201811 16.85% 9.62% 6.11% 0.55% 201812 0.64% -0.61% -2.49% 0.60% 201901 10.19% 7.68% 8.11% 0.20% 201902 -2.95% 10.90% 2.47% 0.20% 201903 7.50% 2.26% 1.46% 0.20% 201904 7.48% -0.59% 2.23% 0.20% 201905 -15.75% -8.31% -9.42% 0.15% 201906 8.16% 10.59% 6.10% 0.30% 201907 4.42% -3.70% -2.68% 0.30% 201908 -11.79% -8.26% -7.39% 0.55% 201909 1.66% -4.17% 1.43% 0.15% 201910 -2.85% 6.52% 3.12% 0.15% 201911 3.43% 0.90% -2.08% 0.15% 201912 13.20% 2.35% 7.00% 0.15% Which answer is the closest value to the abnormal return (alpha) on the stock Stk1?
YYYYMM Return(Stk1) Return(Stk2) Return(Market) Return(T-bill) 201701 7.75% 3.00% 6.18% 0.20% 201702 1.27% 2.12% 1.63% 0.20% 201703 7.63% 1.50% 1.56% 0.15% 201704 9.25% -1.01% 2.09% 0.30% 201705 10.20% 2.66% 4.25% 0.30% 201706 4.33% 2.59% 0.41% 0.30% 201707 12.25% 10.41% 6.05% 0.35% 201708 4.98% -2.94% 2.37% 0.45% 201709 2.19% -1.69% -1.49% 0.20% 201710 4.05% 3.43% 2.51% 0.20% 201711 13.78% 8.29% 3.30% 0.15% 201712 2.01% 1.96% 2.54% 0.30% 201801 14.19% 23.60% 9.92% 0.30% 201802 -6.77% -4.18% -6.21% 0.55% 201803 -5.23% -10.14% -2.44% 0.60% 201804 -4.54% 1.93% 2.38% 0.20% 201805 2.32% -1.32% -1.10% 0.20% 201806 -1.35% -7.01% -4.97% 0.15% 201807 -9.80% -1.86% -1.29% 0.30% 201808 -4.28% -1.95% -2.43% 0.30% 201809 -4.94% 0.27% -0.36% 0.75% 201810 -17.39% -7.14% -10.11% 0.30% 201811 16.85% 9.62% 6.11% 0.55% 201812 0.64% -0.61% -2.49% 0.60% 201901 10.19% 7.68% 8.11% 0.20% 201902 -2.95% 10.90% 2.47% 0.20% 201903 7.50% 2.26% 1.46% 0.20% 201904 7.48% -0.59% 2.23% 0.20% 201905 -15.75% -8.31% -9.42% 0.15% 201906 8.16% 10.59% 6.10% 0.30% 201907 4.42% -3.70% -2.68% 0.30% 201908 -11.79% -8.26% -7.39% 0.55% 201909 1.66% -4.17% 1.43% 0.15% 201910 -2.85% 6.52% 3.12% 0.15% 201911 3.43% 0.90% -2.08% 0.15% 201912 13.20% 2.35% 7.00% 0.15% Which answer is the closest value to the abnormal return (alpha) on the stock Stk1?
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
Related questions
Question
| YYYYMM | Return(Stk1) | Return(Stk2) | Return(Market) | Return(T-bill) |
| 201701 | 7.75% | 3.00% | 6.18% | 0.20% |
| 201702 | 1.27% | 2.12% | 1.63% | 0.20% |
| 201703 | 7.63% | 1.50% | 1.56% | 0.15% |
| 201704 | 9.25% | -1.01% | 2.09% | 0.30% |
| 201705 | 10.20% | 2.66% | 4.25% | 0.30% |
| 201706 | 4.33% | 2.59% | 0.41% | 0.30% |
| 201707 | 12.25% | 10.41% | 6.05% | 0.35% |
| 201708 | 4.98% | -2.94% | 2.37% | 0.45% |
| 201709 | 2.19% | -1.69% | -1.49% | 0.20% |
| 201710 | 4.05% | 3.43% | 2.51% | 0.20% |
| 201711 | 13.78% | 8.29% | 3.30% | 0.15% |
| 201712 | 2.01% | 1.96% | 2.54% | 0.30% |
| 201801 | 14.19% | 23.60% | 9.92% | 0.30% |
| 201802 | -6.77% | -4.18% | -6.21% | 0.55% |
| 201803 | -5.23% | -10.14% | -2.44% | 0.60% |
| 201804 | -4.54% | 1.93% | 2.38% | 0.20% |
| 201805 | 2.32% | -1.32% | -1.10% | 0.20% |
| 201806 | -1.35% | -7.01% | -4.97% | 0.15% |
| 201807 | -9.80% | -1.86% | -1.29% | 0.30% |
| 201808 | -4.28% | -1.95% | -2.43% | 0.30% |
| 201809 | -4.94% | 0.27% | -0.36% | 0.75% |
| 201810 | -17.39% | -7.14% | -10.11% | 0.30% |
| 201811 | 16.85% | 9.62% | 6.11% | 0.55% |
| 201812 | 0.64% | -0.61% | -2.49% | 0.60% |
| 201901 | 10.19% | 7.68% | 8.11% | 0.20% |
| 201902 | -2.95% | 10.90% | 2.47% | 0.20% |
| 201903 | 7.50% | 2.26% | 1.46% | 0.20% |
| 201904 | 7.48% | -0.59% | 2.23% | 0.20% |
| 201905 | -15.75% | -8.31% | -9.42% | 0.15% |
| 201906 | 8.16% | 10.59% | 6.10% | 0.30% |
| 201907 | 4.42% | -3.70% | -2.68% | 0.30% |
| 201908 | -11.79% | -8.26% | -7.39% | 0.55% |
| 201909 | 1.66% | -4.17% | 1.43% | 0.15% |
| 201910 | -2.85% | 6.52% | 3.12% | 0.15% |
| 201911 | 3.43% | 0.90% | -2.08% | 0.15% |
| 201912 | 13.20% | 2.35% | 7.00% | 0.15% |
Which answer is the closest value to the abnormal return (alpha) on the stock Stk1?
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