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5. Consider the following returns obtained overtime for two stocks G & H, and the market index: Stock Index Time Stock G 13 -13 1

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5. Consider the following returns obtained overtime for two stocks G & H, and the market index: Stock Index Time Stock G 13 -13 1 43 2 2 19 7 3 -2 -32 12 -3 0 6 5 21 89 You are required to compute the following: Page 1 of 2 23 i) Beta of Stock G and H ii) Alpha of Stock G and H iii) Systematic and Unsystematic risk of G and H iv) Least risky portfolio of stocks v) Portfolio Beta of such portfolio vi) Portfolio return and variance of such portfolio

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