a)What is the beta of the stock (not the S&P 500)?

b)Assume the risk-free rate (Treasury bill yield) was and is 2%. What was the (annualized) Sharpe ratio of the stock?

c)For the next few parts, assume a portfolio of 30% stock and 70% S&P 500. If you rebalanced such a portfolio every week to keep the weights at 0.3/0.7, what was the holding period return over the 10 weeks for the portfolio? Enter your answer as a decimal number (not in percent).

d)What is the standard deviation of weekly returns for such a portfolio if you rebalanced every week? Enter your answer as a decimal number (not in percent).

\begin{tabular}{c|c|r|r|r} & A & B & \multicolumn{1}{|c|}{ C } & D \\ \hline 1 & Week & Stock & S\&P 500 & \\ \hline 2 & 0 & 30.57 & 2,653 & \\ \hline 3 & 1 & 31.21 & 2,595 & \\ \hline 4 & 2 & 34.14 & 2,631 & \\ \hline 5 & 3 & 33.51 & 2,709 & \\ \hline 6 & 4 & 31.19 & 2,762 & \\ \hline 7 & 5 & 33.49 & 2,688 & \\ \hline 8 & 6 & 35.26 & 2,753 & \\ \hline 9 & 7 & 31.18 & 2,692 & \\ \hline 10 & 8 & 31.51 & 2,790 & \\ \hline 11 & 9 & 32.39 & 2,943 & \\ \hline 12 & 10 & 33.56 & 2,906 & \\ \hline 13 & Sum & 358.01 & 30,122 & = SUM(C2:C12) \\ \hline \end{tabular}