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Applied Portfolio Management Analysis

   

Added on  2022-08-14

16 Pages2019 Words11 Views
Running head: APPLIED PORTFOLIO MANAGEMENT
Applied Portfolio Management
Name of the Student:
Name of the University:
Author’s Note:

APPLIED PORTFOLIO MANAGEMENT1
Table of Contents
Question 1........................................................................................................................................2
Question 2........................................................................................................................................4
Question 3........................................................................................................................................5
Question 4........................................................................................................................................6
Question 5......................................................................................................................................10
Question 6......................................................................................................................................10
Question 7......................................................................................................................................12
References......................................................................................................................................14

APPLIED PORTFOLIO MANAGEMENT2
Question 1
a & b) Average monthly excess returns for the seven shares and the equity index. Alpha; beta; t-
statistics; and R squared. Also calculate and report each share’s tracking error
c) Second Pass Regression

APPLIED PORTFOLIO MANAGEMENT3

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