business
posted by Ann .
1 for a large company stock/mutual fund would you expect the betas to be positive or negative for each of he factores in a fama french multifactor model?
2 What do you observe abouth the bata coefficients for the different mutual funds?
comment on any similarities or differences.
3 If the market is efficient , what value would you expect for alpha? Do your estimates support market efficiency?
4. When funds have performeed best considering its risk? why?
Respond to this Question
Similar Questions

Stats
G. Johnson recently inherited a large sum o money; he wants to use a portion of this money to set up a trust fund for his two children. The trust fund has two investment options: 1) a bond fund and 2) a stock fund. The projected returns … 
personal finance
Which of the following statements is FALSE: A) Individual investors should be involved in choosing a mutual fund because they know how the objective of a mutual fund match their own investement objectives B)Professional fund managers … 
Finance
Your 401 (k) Account at East Coast Yachts You have been at your job for East Coat Yachts for a week now and have decided you need to sign up for the company’s 401(k) plan. Even after your decision with Sarah Brown, the Bledsoe Financial … 
Business
Based on this financial info where a company's Beta Year = 2008, the Company's commons stock = 0.85, the RiskFree Rate of Return = 5%, and the Market Risk Premium = 6%. Use the dividend growth model to calculate the Company's Common … 
PreCalc
Ana Colon asks her broker to divide her 401K investment of $2000 among the International Fund, the Fixed Assets Fund, and the company stock. She decides that her investment in the International Fund should be twice her investment in … 
Statistics
You have received a yearend bonus of $5000. You decide to invest the money in the stock market and have narrowed your investment options down to two mutual funds. the following data represent the historical quarterly rates of return … 
mat/116
Please help me slove this question. An investor invested a total of $3,200 in tow mutual funds. One fund earned 5% profit while the other earned a 2% profit. If the invesor's total profit was $103, how much was invested in each mutual … 
Finance
On August 1, 2005 you invested $3,000 into a mutual fund. You then invested $1,000 into that same mutual fund on the first day of August for each of the years 2006 through 2013. You averaged a 7.25% annual rate of return on your investment … 
Personal Finance
3. Highest performing mutual fund (averaged more than 20%) this year. Mutual fund  Type  Return 5. Lowest performing mutual fund for the past ten years. Mutual fund; Frontier Mocrocop Tyoe  Return 7% 6. Highest money market … 
Stock question
I have to write about the positive effects of an investor buying stocks of a company but I would like to know about the negative affects so I could add them to my essay but I cant really understand how it could be bad for an investor …