34 Consider the following historical performance data for A portfolios, the Standard Poor's 500, and the 90-day T-bill. A-Portfolio Average return 0.23; Standard Deviation 0.19; Beta 1.10; R Square 0.80 S&P 500 Average return 0.17; Standard Deviation 0.12; 90 day T Bills Average return 0.05; What is the return to risk for Portfolio-A (Risk premium). ANSWER FORMAT: 0.9029 (do not convert in %] Answer: :33:19 Consider the following historical performance data for A portfolios, the Standard & Poor's 500, and the 90-day T-bill. A-Portfolio Average return 0.26; Standard Deviation 0.25; Beta 1.10; R Square 0.80 S&P 500 Average return 0.17; Standard Deviation 0.12; 90 day T Bills Average return 0.05; Compute the Diversification for Portfolio-A. ANSWER FORMAT: 0.9029 (do not convert in%] Answer: 34 Consider the following historical performance data for A portfolios, the Standard Poor's 500, and the 90-day T-bill. A-Portfolio Average return 0.23; Standard Deviation 0.19; Beta 1.10; R Square 0.80 S&P 500 Average return 0.17; Standard Deviation 0.12; 90 day T Bills Average return 0.05; What is the return to risk for Portfolio-A (Risk premium). ANSWER FORMAT: 0.9029 (do not convert in %] Answer: :33:19 Consider the following historical performance data for A portfolios, the Standard & Poor's 500, and the 90-day T-bill. A-Portfolio Average return 0.26; Standard Deviation 0.25; Beta 1.10; R Square 0.80 S&P 500 Average return 0.17; Standard Deviation 0.12; 90 day T Bills Average return 0.05; Compute the Diversification for Portfolio-A. ANSWER FORMAT: 0.9029 (do not convert in%]