A. A mutual fund manager is offering a portfolio that will provide return of 7%, 8%, 9%, and 6% over the next four quarters respectively. What is the geometric average return per quarter? (4 points) B. Suppose you bought some stock at the beginning of the year for $55 per share. At the end of the year, the price is $40 per share. During the year, you got a $1.25 dividend per share. Compute the holding period return and dividend yield over a one-year period. (3 points) C. The variance of returns on investment A is 0.0225 while the variance of returns on investment B is 0.04. If the correlation coefficient between the returns on A and B is 0.5, compute covariance of returns on A and B. (3 points)