(11). (NOTE: Deadline for submission is 25th May 2021 at 12:00 Mid-Night). Table A: Company a b d Number of shares outstanding 500 1500 100 200 600 150 900 800 700 1200 Market Price Per Share in June of year 2020 4 10 8 15 20 16 9 50 4 32 Book Value Per Share in June of year 2020 2 4 2 3 12 2 9 5 1.5 10 e f b c g h j k Table B: Company a b Market Price Per Share in July 2020 5 12 12 18 30 d e f 24 g h j J 18 60 6 40 k **Assume that each portfolio is an equally-weighted portfolio and the risk-free rate is equal to 0.1. Answer the following questions. 5- What is the return to the BL portfolio? 6- What is the return to SM portfolio? 7- What is the return to the market portfolio? 8. What is the return to the market factor? 9. What is the return to the size factor? 10- What is the return to the value factor? 11- If bmkt = 0.5, bsme=0.4, bhML = 0.8, the residual e; = 0.01, then, what is the value of a for stock (d)? = (11). (NOTE: Deadline for submission is 25th May 2021 at 12:00 Mid-Night). Table A: Company a b d Number of shares outstanding 500 1500 100 200 600 150 900 800 700 1200 Market Price Per Share in June of year 2020 4 10 8 15 20 16 9 50 4 32 Book Value Per Share in June of year 2020 2 4 2 3 12 2 9 5 1.5 10 e f b c g h j k Table B: Company a b Market Price Per Share in July 2020 5 12 12 18 30 d e f 24 g h j J 18 60 6 40 k **Assume that each portfolio is an equally-weighted portfolio and the risk-free rate is equal to 0.1. Answer the following questions. 5- What is the return to the BL portfolio? 6- What is the return to SM portfolio? 7- What is the return to the market portfolio? 8. What is the return to the market factor? 9. What is the return to the size factor? 10- What is the return to the value factor? 11- If bmkt = 0.5, bsme=0.4, bhML = 0.8, the residual e; = 0.01, then, what is the value of a for stock (d)? =