Consider the excess return) index-model regression results for Lucy Brewing Corp. The risk-free rate over...
80.2K
Verified Solution
Link Copied!
Question
Finance
Consider the excess return) index-model regression results for Lucy Brewing Corp. The risk-free rate over the period was 8%, and the market's average return was 12%. Performance is measured using an index model regression on excess returns. Lacy Brewing Corp. Index model regression estimates 11 + 1.27 - R-quare 0.653 Residunt standard deviation, o() 11.65 Standard deviation of excess returns 22.95 Calculate the following statistics for Lucy Brewing Corp: (Round your answers to 4 decimal places.) Lucy Brewing Corp % a. Alpha b. Sharpe ratio c. Treynor measure %
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
