代做Compare the annualized average excess returns代写Java编程

日期：2025-11-26 07:05

The spreadsheet contains data on Berkshire Hathaway's returns, the returns of its portfolio of public stocks (computed via Berkshire's 13F filings to the SEC), and several factor returns.

Q1. Compute the factor loadings and annualized alpha of Berkshire Hathaway with respect to the following factor models and interpret the results:

a. The 1-factor market model.

b. The Fama-French 3-factor model with SMB and HML

c. The 6-factor model consists of the FF 3-factor model augmented with BAB, QMJ, and UMD.

Q2. Compare the annualized average excess returns, volatility, and Sharpe ratio of, respectively, Berkshire and its portfolio of public stocks. Use the time period where data is available for both.

The deadline is before 23:59, Dec. 4 (Thu.).