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2. A stock has a beta of 1.2 and the standard deviation of its returns is 25%. The market risk premium is 5% and the

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2. A stock has a beta of 1.2 and the standard deviation of its returns is 25%. The market risk premium is 5% and the risk-free rate is 4%. SHOW ALL WORK a. What is the expected return for the stock? b. What are the expected return and standard deviation for a portfolio that is equally invested in the see more v Suppose you are interested in studying the effect of the amount of rainfall on the sales volume of umbrellas. See the file rainfall_umbrellas.xlsx. 1. Estimate the regression equation. (4 marks) 2. Graph the regression line. (3 marks) 3. Interpret the estimated parameters (intercept and slope) (5 marks) 4. Are the coefficients statistically significant? (6 marks) Hint: Conduct hypotheses testing using the test of significance approach, the confidence interval approach and the p-value. 5. Use the estimated regression equation to predict the average sales volume of umbrellas if the amount of rainfall was 170 mm. (2 marks) 2. A stock has a beta of 1.2 and the standard deviation of its returns is 25%. The market risk premium is 5% and the risk-free rate is 4%. SHOW ALL WORK a. What is the expected return for the stock? b. What are the expected return and standard deviation for a portfolio that is equally invested in the see more v Suppose you are interested in studying the effect of the amount of rainfall on the sales volume of umbrellas. See the file rainfall_umbrellas.xlsx. 1. Estimate the regression equation. (4 marks) 2. Graph the regression line. (3 marks) 3. Interpret the estimated parameters (intercept and slope) (5 marks) 4. Are the coefficients statistically significant? (6 marks) Hint: Conduct hypotheses testing using the test of significance approach, the confidence interval approach and the p-value. 5. Use the estimated regression equation to predict the average sales volume of umbrellas if the amount of rainfall was 170 mm. (2 marks)

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