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1/Calculate the return on the ENI share and on the Italian index over 13 months until 1EXERCISES January 2011. To help you, you have a

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1/Calculate the return on the ENI share and on the Italian index over 13 months until 1EXERCISES January 2011. To help you, you have a record of the share price and of the general index. What is the total risk of the ENI share? What is the coefficient of ENI? What portion of the total risk of the ENI share is explained by market risk? Period Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan 10 10 10 10 10 10 10 10 10 10 10 10 11 ENI 16.93 16.57 17.37 16.86 15.2 15.19 15.69 15.67 15.83 16.19 15.50 16.34 17.30 Italian 21896 21068 22847 21562 19544 19311 21021 19734 20505 21450 19105 20173 22050

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