2. Here is variance-covariance matrix of Company X and S&P 500 and the probability distribution of returns on Company X and S&P 500. . .0066 Oxm .0012 Company X Oxm .0012 om? .0046 S&P 500 Company X S&P 500 Probability .5 .2 .3 Return -5% 10% 12% Probability .2 .6 .2 Return -5% 0% 15% a. Please find the mean of returns for Company X and S&P 500. b. Please calculate the beta coefficient of Company X. c. If the risk-free rate is 1%, please calculate the Sharpe performance measures for Company X and S&P 500. d. Please use Eq. 18.30 on page 922 to calculate the unlevered operating beta when the tax rate is equal to 35% and the debt equity ratio is to 30%