Solution - Money Market Rates#
# Output from previous execution
# Output from previous execution
| DTB3 | DFF | SOFR | |
|---|---|---|---|
| DTB3 | 100.00% | 99.47% | 99.31% |
| DFF | 99.47% | 100.00% | 99.91% |
| SOFR | 99.31% | 99.91% | 100.00% |
# Output from previous execution
| DTB3 | DFF | SOFR | |
|---|---|---|---|
| DTB3 | 100.00% | 0.11% | 4.41% |
| DFF | 0.11% | 100.00% | 47.31% |
| SOFR | 4.41% | 47.31% | 100.00% |
# Output from previous execution
| alpha | beta | r-squared | |
|---|---|---|---|
| DTB3 | -0.45% | 99.98% | 99.98% |
| DFF | 0.14% | 99.99% | 99.95% |
| SOFR | 0.60% | 99.81% | 99.63% |
# Output from previous execution
| alpha | beta | r-squared | |
|---|---|---|---|
| SPY | 0.07% | -13.89% | 1.93% |