Attached are questions, kindly compute for only one asset

Date Mkt

192607 3.18

192608 2.89

192609 0.59

192610 -2.92

192611 2.84

192612 2.9

192701 0.19

192702 4.44

192703 0.43

192704 0.71

192705 5.74

192706 -2.08

192707 7.56

192708 2.25

192709 4.97

192710 -4.06

192711 6.79

192712 2.31

192801 -0.43

192802 -1.37

192803 9.1

192804 4.45

192805 1.84

192806 -4.54

192807 0.94

192808 7

192809 3.15

192810 1.74 192811 12.19 192812 0.42 192901 5 192902 0.02 192903 -0.55 192904 1.79 192905 -5.95 192906 10.22 192907 4.79 192908 8.58 192909 -5.12 192910 -19.66 192911 -12.37 192912 1.7 193001 5.75 193002 2.8 193003 7.45 193004 -1.85 193005 -1.4 193006 -16 193007 4.32 193008 0.39 193009 -12.53 193010 -8.69 193011 -2.91 193012 -7.69 193101 6.39 193102 10.92 193103 -6.3 193104 -9.9 193105 -13.15 193106 13.98 193107 -6.56 193108 0.44 193109 -29.1 193110 8.14 193111 -8.91 193112 -13.41 193201 -1.35 193202 5.69 193203 -11.05 193204 -17.85 193205 -20.45 193206 -0.68 193207 33.87 193208 37.09 193209 -2.91 193210 -13.15 193211 -5.86 193212 4.41 193301 1.26 193302 -15.27 193303 3.33 193304 38.95 193305 21.47 193306 13.13 193307 -9.61 193308 12.08 193309 -10.63 193310 -8.35 193311 9.99 193312 1.85 193401 12.65 193402 -2.48 193403 0.11 193404 -1.78 193405 -7.24 193406 2.65 193407 -10.95 193408 5.59 193409 -0.22 193410 -1.65 193411 8.34 193412 0.37 193501 -3.44 193502 -1.92 193503 -3.67 193504 9.07 193505 3.48 193506 5.94 193507 7.52 193508 2.66 193509 2.64 193510 7.04 193511 4.9 193512 4.57 193601 6.9 193602 2.5 193603 1.01 193604 -8.12 193605 5.21 193606 2.43 193607 6.68 193608 1.01 193609 0.99 193610 7.14 193611 3.28 193612 0.21 193701 3.36 193702 1.11 193703 -0.26 193704 -7.33 193705 -0.77 193706 -4.18 193707 8.94 193708 -4.84 193709 -13.57 193710 -9.59 193711 -8.29 193712 -4.24 193801 0.49 193802 5.84 193803 -23.83 193804 14.52 193805 -3.83 193806 23.87 193807 7.33 193808 -2.67 193809 0.83 193810 7.81 193811 -1.78 193812 4.19 193901 -5.97 193902 3.52 193903 -12 193904 -0.18 193905 6.81 193906 -5.3 193907 10.24 193908 -6.69 193909 16.89 193910 -0.53 193911 -3.62 193912 3.03 194001 -2.41 194002 1.44 194003 2.05 194004 0.22 194005 -21.97 194006 6.67 194007 3.17 194008 2.18 194009 2.39 194010 3.02 194011 -1.61 194012 0.69 194101 -4.18 194102 -1.44 194103 0.85 194104 -5.47 194105 1.39 194106 5.83 194107 5.9 194108 -0.16 194109 -0.86 194110 -5.25 194111 -1.92 194112 -4.86 194201 0.81 194202 -2.45 194203 -6.57 194204 -4.36 194205 5.97 194206 2.71 194207 3.54 194208 1.83 194209 2.64 194210 6.85 194211 0.18 194212 5.15 194301 7.16 194302 6.18 194303 6.04 194304 0.84 194305 5.77 194306 1.85 194307 -4.74 194308 1.33 194309 2.43 194310 -1.12 194311 -5.88 194312 6.39 194401 1.77 194402 0.4 194403 2.48 194404 -1.66 194405 5.1 194406 5.52 194407 -1.46 194408 1.6 194409 0.03 194410 0.19 194411 1.74 194412 4.05 194501 2.04 194502 6.25 194503 -3.87 194504 7.83 194505 1.76 194506 0.41 194507 -2.14 194508 6.23 194509 4.8 194510 3.92 194511 5.41 194512 1.23 194601 6.27 194602 -5.8 194603 5.9 194604 4.26 194605 3.96 194606 -3.86 194607 -2.66 194608 -6.41 194609 -10.14 194610 -1.41 194611 0.02 194612 4.99 194701 1.28 194702 -1.05 194703 -1.64 194704 -4.77 194705 -0.94 194706 5.32 194707 4.17 194708 -1.71 194709 -0.48 194710 2.53 194711 -1.91 194712 3.08 194801 -3.86 194802 -4.31 194803 8.16 194804 3.73 194805 7.38 194806 -0.01 194807 -5.01 194808 0.34 194809 -2.93 194810 6 194811 -9.26 194812 3.3 194901 0.33 194902 -2.84 194903 4.14 194904 -1.78 194905 -2.84 194906 0.2 194907 5.63 194908 2.69 194909 3.18 194910 3.23 194911 1.9 194912 5.22 195001 1.79 195002 1.57 195003 1.36 195004 4.03 195005 4.41 195006 -5.84 195007 1.46 195008 4.95 195009 4.91 195010 -0.06 195011 2.87 195012 5.65 195101 5.83 195102 1.51 195103 -2.04 195104 4.99 195105 -2.22 195106 -2.5 195107 7.07 195108 4.4 195109 0.82 195110 -2.37 195111 0.68 195112 3.45 195201 1.6 195202 -2.5 195203 4.55 195204 -4.85 195205 3.33 195206 3.98 195207 1.06 195208 -0.61 195209 -1.87 195210 -0.52 195211 6.04 195212 3.09 195301 -0.18 195302 -0.13 195303 -1.25 195304 -2.67 195305 0.69 195306 -1.71 195307 2.55 195308 -4.35 195309 0.36 195310 4.73 195311 2.91 195312 0.16 195401 5.24 195402 1.74 195403 3.73 195404 4.36 195405 3.14 195406 1.13 195407 5.04 195408 -2.29 195409 6.48 195410 -1.6 195411 9.44 195412 5.56 195501 0.68 195502 3.11 195503 -0.06 195504 3.21 195505 1.07 195506 6.65 195507 2 195508 0.37 195509 -0.2 195510 -2.5 195511 7.2 195512 1.67 195601 -2.81 195602 3.96 195603 6.79 195604 0.47 195605 -4.97 195606 3.68 195607 5.06 195608 -3.01 195609 -4.96 195610 0.77 195611 0.56 195612 3.4 195701 -3.31 195702 -1.82 195703 2.36 195704 4.51 195705 3.71 195706 -0.5 195707 0.96 195708 -4.86 195709 -5.72 195710 -4.03 195711 2.58 195712 -3.67 195801 4.94 195802 -1.4 195803 3.36 195804 3.17 195805 2.42 195806 2.96 195807 4.46 195808 1.95 195809 4.85 195810 2.71 195811 3.12 195812 5.37 195901 0.92 195902 1.14 195903 0.5 195904 3.86 195905 1.95 195906 0 195907 3.42 195908 -1.2 195909 -4.49 195910 1.58 195911 1.86 195912 2.79 196001 -6.65 196002 1.46 196003 -1.28 196004 -1.52 196005 3.39 196006 2.32 196007 -2.24 196008 3.18 196009 -5.83 196010 -0.49 196011 4.82 196012 4.87 196101 6.39 196102 3.71 196103 3.09 196104 0.46 196105 2.58 196106 -2.88 196107 3.01 196108 2.71 196109 -1.98 196110 2.76 196111 4.6 196112 0.01 196201 -3.63 196202 2.01 196203 -0.48 196204 -6.37 196205 -8.41 196206 -8.27 196207 6.55 196208 2.36 196209 -5.01 196210 0.2 196211 11.07 196212 1.24 196301 5.18 196302 -2.15 196303 3.31 196304 4.76 196305 2 196306 -1.77 196307 -0.12 196308 5.32 196309 -1.3 196310 2.82 196311 -0.58 196312 2.12 196401 2.54 196402 1.8 196403 1.72 196404 0.39 196405 1.68 196406 1.57 196407 2.04 196408 -1.16 196409 2.97 196410 0.88 196411 0.29 196412 0.34 196501 3.82 196502 0.74 196503 -0.98 196504 3.42 196505 -0.46 196506 -5.16 196507 1.74 196508 3.06 196509 3.17 196510 2.91 196511 0.32 196512 1.34 196601 1.1 196602 -0.86 196603 -2.13 196604 2.48 196605 -5.25 196606 -1.06 196607 -1.28 196608 -7.5 196609 -0.66 196610 4.31 196611 1.8 196612 0.53 196701 8.58 196702 1.14 196703 4.38 196704 4.21 196705 -4 196706 2.68 196707 4.89 196708 -0.58 196709 3.43 196710 -2.7 196711 0.73 196712 3.38 196801 -3.66 196802 -3.36 196803 0.58 196804 9.48 196805 2.73 196806 1.12 196807 -2.24 196808 1.76 196809 4.46 196810 0.86 196811 5.85 196812 -3.51 196901 -0.72 196902 -5.38 196903 3.1 196904 1.99 196905 0.38 196906 -6.67 196907 -6.47 196908 5.18 196909 -2.36 196910 5.66 196911 -3.27 196912 -1.99 197001 -7.5 197002 5.75 197003 -0.49 197004 -10.5 197005 -6.39 197006 -5.21 197007 7.45 197008 5.02 197009 4.72 197010 -1.82 197011 5.06 197012 6.14 197101 5.22 197102 1.74 197103 4.43 197104 3.43 197105 -3.69 197106 0.27 197107 -4.1 197108 4.26 197109 -0.48 197110 -4.05 197111 -0.09 197112 9.08 197201 2.78 197202 3.12 197203 0.9 197204 0.58 197205 1.55 197206 -2.14 197207 -0.49 197208 3.55 197209 -0.8 197210 0.92 197211 4.97 197212 0.99 197301 -2.85 197302 -4.44 197303 -0.84 197304 -5.16 197305 -2.43 197306 -1.06 197307 5.69 197308 -3.12 197309 5.43 197310 -0.18 197311 -12.19 197312 1.25 197401 0.46 197402 0.11 197403 -2.25 197404 -4.54 197405 -3.93 197406 -2.23 197407 -7.35 197408 -8.75 197409 -10.96 197410 16.61 197411 -3.97 197412 -2.75 197501 14.24 197502 5.99 197503 3.07 197504 4.67 197505 5.63 197506 5.24 197507 -6.11 197508 -2.37 197509 -3.73 197510 5.87 197511 3.05 197512 -1.12 197601 12.63 197602 0.66 197603 2.72 197604 -1.07 197605 -0.97 197606 4.48 197607 -0.6 197608 -0.14 197609 2.51 197610 -2.01 197611 0.76 197612 6.05 197701 -3.69 197702 -1.59 197703 -0.99 197704 0.53 197705 -1.08 197706 5.11 197707 -1.27 197708 -1.31 197709 0.16 197710 -3.89 197711 4.5 197712 0.76 197801 -5.52 197802 -0.92 197803 3.38 197804 8.42 197805 2.27 197806 -1.15 197807 5.67 197808 4.31 197809 -0.81 197810 -11.23 197811 3.41 197812 1.66 197901 5 197902 -2.83 197903 6.49 197904 0.74 197905 -1.39 197906 4.66 197907 1.59 197908 6.3 197909 0.01 197910 -7.23 197911 6.2 197912 2.74 198001 6.31 198002 -0.33 198003 -11.69 198004 5.23 198005 6.07 198006 3.67 198007 7.02 198008 2.44 198009 2.94 198010 2.01 198011 10.55 198012 -3.21 198101 -4 198102 1.64 198103 4.77 198104 -1.03 198105 1.26 198106 -1.01 198107 -0.3 198108 -5.76 198109 -5.93 198110 6.13 198111 4.43 198112 -2.78 198201 -2.44 198202 -4.94 198203 -0.89 198204 4.4 198205 -2.93 198206 -2.13 198207 -2.14 198208 11.9 198209 1.8 198210 11.89 198211 5.3 198212 1.22 198301 4.29 198302 3.21 198303 3.45 198304 7.38 198305 1.21 198306 3.74 198307 -3.33 198308 0.26 198309 1.67 198310 -2.68 198311 2.86 198312 -1.05 198401 -1.16 198402 -4.11 198403 1.36 198404 0.3 198405 -5.19 198406 2.57 198407 -1.92 198408 11.11 198409 0.06 198410 0.16 198411 -1.03 198412 2.48 198501 8.64 198502 1.8 198503 -0.22 198504 -0.24 198505 5.75 198506 1.82 198507 -0.12 198508 -0.47 198509 -3.94 198510 4.67 198511 7.09 198512 4.53 198601 1.21 198602 7.66 198603 5.48 198604 -0.79 198605 5.11 198606 1.55 198607 -5.93 198608 6.53 198609 -8.15 198610 5.12 198611 1.56 198612 -2.78 198701 12.89 198702 4.82 198703 2.11 198704 -1.67 198705 0.49 198706 4.42 198707 4.31 198708 3.99 198709 -2.14 198710 -22.64 198711 -7.42 198712 7.2 198801 4.5 198802 5.21 198803 -1.83 198804 1.02 198805 0.22 198806 5.28 198807 -0.74 198808 -2.72 198809 3.92 198810 1.76 198811 -1.72 198812 2.12 198901 6.65 198902 -1.64 198903 2.24 198904 5 198905 4.14 198906 -0.64 198907 7.9 198908 2.18 198909 -0.11 198910 -2.99 198911 1.72 198912 1.77 199001 -7.28 199002 1.68 199003 2.47 199004 -2.67 199005 9.1 199006 -0.46 199007 -1.22 199008 -9.49 199009 -5.52 199010 -1.24 199011 6.92 199012 3.06 199101 5.21 199102 7.67 199103 3.09 199104 0.25 199105 4.12 199106 -4.52 199107 4.73 199108 2.78 199109 -1.13 199110 1.71 199111 -3.8 199112 11.22 199201 -0.25 199202 1.37 199203 -2.32 199204 1.39 199205 0.58 199206 -2.02 199207 4.08 199208 -2.12 199209 1.45 199210 1.25 199211 4.36 199212 1.81 199301 1.16 199302 0.34 199303 2.55 199304 -2.81 199305 3.11 199306 0.56 199307 -0.1 199308 3.96 199309 0.14 199310 1.63 199311 -1.64 199312 1.88 199401 3.12 199402 -2.34 199403 -4.51 199404 0.95 199405 0.89 199406 -2.72 199407 3.1 199408 4.38 199409 -1.94 199410 1.72 199411 -3.67 199412 1.3 199501 2.22 199502 4.03 199503 2.65 199504 2.55 199505 3.44 199506 3.19 199507 4.17 199508 1.02 199509 3.78 199510 -1.05 199511 4.38 199512 1.52 199601 2.69 199602 1.72 199603 1.12 199604 2.52 199605 2.78 199606 -0.74 199607 -5.52 199608 3.18 199609 5.45 199610 1.28 199611 6.66 199612 -1.24 199701 5.43 199702 -0.1 199703 -4.59 199704 4.47 199705 7.23 199706 4.47 199707 7.76 199708 -3.74 199709 5.79 199710 -3.38 199711 3.37 199712 1.8 199801 0.58 199802 7.43 199803 5.15 199804 1.16 199805 -2.67 199806 3.59 199807 -2.06 199808 -15.65 199809 6.61 199810 7.45 199811 6.41 199812 6.54 199901 3.85 199902 -3.73 199903 3.88 199904 4.7 199905 -2.12 199906 5.17 199907 -3.11 199908 -0.99 199909 -2.4 199910 6.51 199911 3.73 199912 8.16 200001 -4.33 200002 2.88 200003 5.67 200004 -5.94 200005 -3.92 200006 5.04 200007 -2.03 200008 7.53 200009 -4.94 200010 -2.2 200011 -10.21 200012 1.69 200101 3.67 200102 -9.67 200103 -6.84 200104 8.33 200105 1.04 200106 -1.66 200107 -1.83 200108 -6.15 200109 -8.97 200110 2.68 200111 7.71 200112 1.75 200201 -1.3 200202 -2.16 200203 4.37 200204 -5.05 200205 -1.24 200206 -7.08 200207 -8.03 200208 0.64 200209 -10.21 200210 7.98 200211 6.08 200212 -5.65 200301 -2.47 200302 -1.79 200303 1.19 200304 8.32 200305 6.14 200306 1.52 200307 2.42 200308 2.41 200309 -1.16 200310 6.15 200311 1.42 200312 4.37 200401 2.22 200402 1.46 200403 -1.23 200404 -1.75 200405 1.23 200406 1.94 200407 -3.96 200408 0.19 200409 1.71 200410 1.54 200411 4.69 200412 3.59 200501 -2.6 200502 2.05 200503 -1.76 200504 -2.4 200505 3.89 200506 0.8 200507 4.16 200508 -0.92 200509 0.78 200510 -1.75 200511 3.92 200512 0.07 200601 3.39 200602 0.04 200603 1.83 200604 1.09 200605 -3.14 200606 0.05 200607 -0.38 200608 2.45 200609 2.25 200610 3.64 200611 2.13 200612 1.27 200701 1.84 200702 -1.58 200703 1.11 200704 3.93 200705 3.65 200706 -1.56 200707 -3.33 200708 1.34 200709 3.54 200710 2.12 200711 -4.49 200712 -0.6 200801 -6.15 200802 -2.96 200803 -0.76 200804 4.78 200805 2.04 200806 -8.27 200807 -0.62 200808 1.66 200809 -9.09 200810 -17.15 200811 -7.83 200812 1.74 200901 -8.12 200902 -10.09 200903 8.97 200904 10.19 200905 5.21 200906 0.44 200907 7.73 200908 3.34 200909 4.09 200910 -2.59 200911 5.56 200912 2.76 201001 -3.36 201002 3.4 201003 6.32 201004 2.01 201005 -7.88 201006 -5.56 201007 6.94 201008 -4.76 201009 9.55 201010 3.89 201011 0.61 201012 6.83 201101 2 201102 3.5 201103 0.47 201104 2.9 201105 -1.27 201106 -1.75 201107 -2.35 201108 -5.98 201109 -7.59 201110 11.35 201111 -0.28 201112 0.74 201201 5.05 201202 4.42 201203 3.11 201204 -0.85 201205 -6.18 201206 3.89 201207 0.79 201208 2.56 201209 2.74 201210 -1.75 201211 0.79 201212 1.19 201301 5.57 201302 1.29 201303 4.03 201304 1.55 201305 2.8 201306 -1.2 201307 5.65 201308 -2.71 201309 3.77 201310 4.18 201311 3.13 201312 2.81 201401 -3.32 201402 4.65 201403 0.43 201404 -0.19 201405 2.06 201406 2.61 201407 -2.04 201408 4.24 201409 -1.97 201410 2.52 201411 2.55 201412 -0.06 201501 -3.11 201502 6.14 201503 -1.12 201504 0.59 201505 1.36 201506 -1.53 201507 1.54 201508 -6.04 201509 -3.07 201510 7.75 201511 0.56 201512 -2.16 201601 -5.76 201602 -0.06 201603 6.98 201604 0.93 201605 1.79 201606 -0.03 201607 3.97 201608 0.52 201609 0.27 201610 -2 201611 4.87 201612 1.85 201701 1.98 201702 3.61 201703 0.2 201704 1.14 201705 1.12 201706 0.84 201707 1.94 201708 0.25 201709 2.6 201710 2.34 201711 3.2 201712 1.15 201801 5.69 201802 -3.54 201803 -2.23 201804 0.43 201805 2.79 201806 0.62 201807 3.35 201808 3.6 201809 0.21 201810 -7.49 201811 1.87 201812 -9.36 201901 8.62 201902 3.58 201903 1.29 201904 4.17 201905 -6.73 201906 7.11 201907 1.38 201908 -2.42 201909 1.61 201910 2.21 201911 3.99 201912 2.91 202001 0.02 202002 -8.01 202003 -13.26 202004 13.65 202005 5.59 202006 2.47 202007 5.78 202008 7.64 202009 -3.62 202010 -2.09 202011 12.48 202012 4.64 202101 -0.03 202102 2.78 202103 3.08 202104 4.93 202105 0.29 202106 2.79 202107 1.2

5. Now suppose that instead of investing $50 in MKT and Rf, you short $100 of Rf (i.e., you borrow $100 of Rf, agreeing to return the $100 plus its return at the end of the month. Note that this is, moneywise, the same as borrowing some unit, say a share, of Rf, and agree to return that same unit a month later.) and use those $100 plus $100 of your own money to invest in MKT. Thereafter, every month you sell whatever you have in MKT, pay for your short position in Rf, and proceed to short Rf again, and invest in MKT again, in a 2-to-1 ratio (for every dollar you short Rf, you invest two dollars in MKT). What is the average annual return and annual standard deviation of your net investment (i.e., after you've paid for your short position)? How much will your investment be worth at the end of the sample period?