F-F_Research_Data_Factors-2This file was created by CMPT_ME_BEME_RETS using the XXXXXXXXXXCRSP database.The 1-month TBill return is from Ibbotson and Associates...

This is a problem set of Investment course. There is a file for problems, and an excel file for date. This is NOT an essay assignment.


F-F_Research_Data_Factors-2 This file was created by CMPT_ME_BEME_RETS using the 202209 CRSP database. The 1-month TBill return is from Ibbotson and Associates Inc. Mkt-RFSMBHMLRF 1926072.96-2.56-2.430.22 1926082.64-1.173.820.25 1926090.36-1.40.130.23 192610-3.24-0.090.70.32 1926112.53-0.1-0.510.31 1926122.62-0.03-0.050.28 192701-0.06-0.374.540.25 1927024.180.042.940.26 1927030.13-1.65-2.610.3 1927040.460.30.810.25 1927055.441.534.730.3 192706-2.340.59-1.730.26 1927077.26-3.25-1.140.3 1927081.97-0.69-3.740.28 1927094.76-3.63-0.630.21 192710-4.312.12-4.330.25 1927116.582.72-0.270.21 1927122.090.97-1.130.22 192801-0.684.26-0.750.25 192802-1.7-2.06-0.650.33 1928038.81-0.26-1.220.29 1928044.233.983.440.22 1928051.522.85-3.270.32 192806-4.85-3.52-0.030.31 1928070.62-1.32-0.50.32 1928086.68-2.06-2.150.32 1928092.882.410.860.27 1928101.332.22-2.160.41 19281111.81-1.782.70.38 1928120.36-0.86-0.650.06 1929014.66-3.56-1.240.34 192902-0.34-0.381.660.36 192903-0.89-4.711.580.34 1929041.43-0.970.590.36 192905-6.39-5.37-1.420.44 1929069.7-2.17-2.790.52 1929074.46-3.882.710.33 1929088.18-9.590.130.4 192909-5.471.19-0.650.35 192910-20.12-4.017.780.46 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