YYYYMM Return(Stk1) Return(Stk2) Return(Market) Return(T-bill) 201701 7.75% 3.00% 6.18% 0.20% 201702 1.27% 2.12% 1.63% 0.20% 201703 7.63% 1.50% 1.56% 0.15% 201704 9.25% -1.01% 2.09% 0.30% 201705...








































































































































































































































































YYYYMMReturn(Stk1)Return(Stk2)Return(Market)Return(T-bill)
2017017.75%3.00%6.18%0.20%
2017021.27%2.12%1.63%0.20%
2017037.63%1.50%1.56%0.15%
2017049.25%-1.01%2.09%0.30%
20170510.20%2.66%4.25%0.30%
2017064.33%2.59%0.41%0.30%
20170712.25%10.41%6.05%0.35%
2017084.98%-2.94%2.37%0.45%
2017092.19%-1.69%-1.49%0.20%
2017104.05%3.43%2.51%0.20%
20171113.78%8.29%3.30%0.15%
2017122.01%1.96%2.54%0.30%
20180114.19%23.60%9.92%0.30%
201802-6.77%-4.18%-6.21%0.55%
201803-5.23%-10.14%-2.44%0.60%
201804-4.54%1.93%2.38%0.20%
2018052.32%-1.32%-1.10%0.20%
201806-1.35%-7.01%-4.97%0.15%
201807-9.80%-1.86%-1.29%0.30%
201808-4.28%-1.95%-2.43%0.30%
201809-4.94%0.27%-0.36%0.75%
201810-17.39%-7.14%-10.11%0.30%
20181116.85%9.62%6.11%0.55%
2018120.64%-0.61%-2.49%0.60%
20190110.19%7.68%8.11%0.20%
201902-2.95%10.90%2.47%0.20%
2019037.50%2.26%1.46%0.20%
2019047.48%-0.59%2.23%0.20%
201905-15.75%-8.31%-9.42%0.15%
2019068.16%10.59%6.10%0.30%
2019074.42%-3.70%-2.68%0.30%
201908-11.79%-8.26%-7.39%0.55%
2019091.66%-4.17%1.43%0.15%
201910-2.85%6.52%3.12%0.15%
2019113.43%0.90%-2.08%0.15%
20191213.20%2.35%7.00%0.15%


Which answer is the closest value to the expected excess return on the stock Stk1?



Jun 04, 2022
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