6 Multiple Choice Questions Instructions: 1. There are 11 questions. Choose the best answer to each question and write your answer choice (A, B, C, D or E) on the answer sheet (page 9). Questions are equally weighted. Answering all of these questions correctly does not result in a top grade on the assignment. The graphs and the write up will be considered when the total project grade is assigned. 2. Your Excel printouts will serve as evidence of your work. 3. Submit the answer sheet together with your Excel printouts and write ups. Questions 1 to 6 are directed at Task 1 1. What is MSFT's arithmetic average and geometric average monthly return between June 2007 and June 2022 (inclusive of June 2022)? A. Arithmetic average is 1.652% and Geometric average is 1.427% B. Arithmetic average is 0.876% and Geometric average is 0.746% C. Arithmetic average is 5.608% and Geometric average is 5.497% D. Arithmetic average is 1.003% and Geometric average is 0.740% E. Arithmetic average is 1.146% and Geometric average is 0.865% 2. What is Walmart's arithmetic average and geometric average monthly return between June 2007 and June 2022 (inclusive of June 2022)? A. Arithmetic average is 1.754% and Geometric average is 1.533% B. Arithmetic average is 0.876% and Geometric average is 0.746% C. Arithmetic average is 5.608% and Geometric average is 5.497% D. Arithmetic average is 1.003% and Geometric average is 0.740% E. Arithmetic average is 1.146% and Geometric average is 0.865% 3. What is MSFT's sample standard deviation between June 2007 and June 2022? A. 1.754% B. 0.955% C. 6.777% D. 5.678% E. 5.951% 4. What is Walmart's sample standard deviation between June 2007 and June 2022? A. 1.306% B. 0.740% C. 5.609% D. 5.090% E. 5.951% 5. What is the sample covariance of MSFT and Walmart between June 2007 and June 2022 (multiply the result that you get in your calculation by 10,000 to get a number displayed in below answer choices? A. 1.31 B. 0.74 C. 5.61 D. 5.50 E. 8.29 6. What is the sample correlation of MSFT and Walmart between June 2007 and June 2022? A. 0.3447 B. 0.4532 C. 0.2415 D. 0.2759 E. 0.3121 Questions 7 to 9 are directed at Task 2 - use data computed in previous task 7. If you form a portfolio with equal weights on MSFT and Walmart, what will be the expected return and standard deviation? A. Expected return = 1.021% and Standard deviation = 5.608 % B. Expected return = 1.136 % and Standard deviation = 4.542% C. Expected return = 1.264% and Standard deviation = 4.704% D. Expected return = 0.909% and Standard deviation = 4.487% E. Expected return = 1.016% and Standard deviation = 4.288%

Multiple Choice Qurstibns Instructions: 1. Thete aee 11 qoentions. Choose the best answer to each pievioe and write your answer choice (A, B, C, D or E) on the answer shet (page 9). Qoestions are equally wrighied Answering all of these questions cortectly does not result in a top grade on the assigrmete. The graphs and the write up will be considered when the total projoct grade is assigped. 2. Your Excel printouts will serve as evidence of your work. 3. Subouit the aswwer theet togecher wib your Extel printouts and wrine upa. Questions 1 to 6 are directed at Tauk 1 1. What is MSFT's withmetic merage and poocetric anerage montlly recurn berweso June 200 ? and Jone 2022 (indlutive of June 2022)? A. Arithmetic merage is 1.652% and Gecmetric mernge is 1.427% H. Arithmetic avenge is 0.876% and Gemetric average is 0.746% C. Aritimetic averige is 5.608% and Gecmeteic average is 5.497% D. Arithmetic average is 1.003% and Georbetric averige is 0.740% F. Antmetie averige is 1.140% and Geometric average is 0.865% 2. What is Walmart's anthmetic werage and geometric average monthly retum berween fene 2007 and hase 2022 (inclusive of June 2022 ? A. Arithmetio average is 1.754% and Cleometre average is 1.533% B. Arithmetic averate is 0.876% and Geometne average is 0.746% C. Arthmetic werage is 5.608% and Geometne average is 5,497% D. Arithocte avenge is 1.003% and Geometric averate is 0.740% 3. What is MSET's cample standed deviation between June 2007 and fane 20027 A. 1.754% 10. 0.955% c. 6.7776 D. 5.678% E.5.951\% 4. What is Walmartis ample standand devianion between kane 2007 and hen zien? A. 1306% B. 0.704 C. 5.60% D, 5,0005 E. 5.951% 5. What is the aample covariance of MSFT and Walmart between fune 2007 and hane 2022 ansuer elboices? A. 1.31 B. 974 C. 5.61 D. 5.50 A. 8.29 A. 03447 B. 0.4532 t.0.2415 D. 0.2759 L. 0.3121 retarm and standard deriatico? C. Expected refurn =1204% ad Standed deviation - 4 .704: 8. What are the weights co MSFT and Walmart in the minimum varinee poetfolio? A. Weight on MSFT =0.841, weidht on Walmart =0.159 B. Weight on MSFT =0.493, weight on Walmart =0.50 ? C. Weight ee MSFT =0.5, weight on Walmart =0.5. D. Weight on MSFT =0.319, weight on Walmart =0.681 E. Weight on MSFT =0.16, weight en Walmart =0.84 9. What is the expected retum and standand deviation of the minimam variance poctiolio? A. Expected fefum =1.305% and Stundard deviation =5.608% B. Expected retam =1.196% aed Sundard deviatice =4.542% C. Expected retum =1.023% and Stastard deviation =4.289% D. Expected retaen =0.909% and Standard deviation =4.457%, Ii. Expected retuin =1.123% and Stuntard deriation =4.5006 Questions 10 to 11 are dirceted at Tmk 3 10. What is MSFT'i beta beteece Jamary 1990 and Nevember 2022 ? A. 1.203 1. 0.7321 C. 0.6583 D. 1.4512 1. 0.0121 11. What is the intercept of the single-index model (the intercept is provided based on the fesults using decimals in the tegreasion; move your decimal point two digits to the len if you used percent in your calculations; round your answer)? A. 1.203 B. 07521 C. 0.6583 D. 1.4512 E. 0.0121 12. Using the sample of Jamuary 1900 through November 2022 , what a de likelBool of loning: A. 0.00% B. 0.75% D. Isens E. 120% 13. When was the highest abe isonth rthurn for MSFT obacrval? A. October, 190s 18. Seqlember, 2000 C. Decenser, 2000 D. hane, 2012 E. Januaryigh