#6

5. Security 1.5 1.3 0.8 0.9 Given the preceding data and the fact that Rm--8 and n.-5, calculate the following: (a) The mean return for each security (b) The variance of each security's return (c) The covariance of returns between each security Using the data in Problem 5 and assuming an equally weighted portfolio, calculate the following: (a) B (b) 05p (c) or (d) Rp 6