A ?spreadsheet containing 36 months of data (2016?2018) for the Fideli
A spreadsheet containing 36 months of data (2016–2018) for the Fidelity Small Cap Discovery Fund and risk factors is provided here. Using the FSCRX data spreadsheet,
A. Estimate a one factor, or CAPM, regression analysis of the following form:
Ri− Rf = αi + βi(RM− Rf)
Or, using the labels provided with the dataset
Rfund−rf = αi + βi(mktrf)
B. Estimate a three factor, orFama-French, regression analysis of the following form:
Ri− Rf = αi + βi(RM− Rf) + siSMB + hiHML
Or, using the labels provided with the dataset
Rfund−rf = αi + βi(mktrf) + si(smb) + hi(hml)
C. Estimate a four factor regression analysis of the following form:
Ri−Rf = αi + βi(RM− Rf) + siSMB + hiHML + uiUMD
Or, using the labels provided with the dataset
Rfund−rf = αi + βi(mktrf) + si(smb) + hi(hml) + ui(umd)
- Provide the Excel output for each regression analysis.
- Discuss the results as they relate to exposures to the risk factors in each model. Is there evidence that this fund had particularly noteworthy performance during the 36-month period analyzed?
Collepals.com Plagiarism Free Papers
Are you looking for custom essay writing service or even dissertation writing services? Just request for our write my paper service, and we'll match you with the best essay writer in your subject! With an exceptional team of professional academic experts in a wide range of subjects, we can guarantee you an unrivaled quality of custom-written papers.
Get ZERO PLAGIARISM, HUMAN WRITTEN ESSAYS
Why Hire Collepals.com writers to do your paper?
Quality- We are experienced and have access to ample research materials.
We write plagiarism Free Content
Confidential- We never share or sell your personal information to third parties.
Support-Chat with us today! We are always waiting to answer all your questions.
