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Question
The following information is to be used to answer questionsSD_ Beta alpha R2_
Fund 1 1.97 1.0 1.3 0.95
Fund 2 2.94 0.8 0.6* 0.80
Fund 3 3.82 1.2 -3.5 0.90
Fund 4 4.70 1.4 4.2 0.65
*Significant at the 5 percent level
Which of these four funds had the largest market risk?
a. Fund 1
b. Fund 2
c. Fund 3
d. Fund 4
Answer
This answer is hidden. It contains 1 characters.
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