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can u answer the mean variance analysis and all of its parts II. Mean Consider the following time series of returns for ABC stock and

image text in transcribedcan u answer the mean variance analysis and all of its parts

II. Mean Consider the following time series of returns for ABC stock and the S&P500 Index Vari iance Analysis Year RABC Rs&P -6% -4% 2 3 12 5-11 9 What is the minimum variance portfolio weight for ABC stock: (a) -0.55; (b) 0.91; (c) 0.36; (d) -1.66; hWhat is the Beta of ABC stock: (a) -0.68; (b) 0.33; (c) 1.54; (d) -0.23 HINT: Use the portfolio weights for the minimum variance portfolio and construct a series of returns to answer 13-16 What is the mean return on the minimum variance portfolio: (a) -1.80; (b) -2.20; (c) 1.5; (d) 2.3; J. What is the covariance of the minimum variance portfolio with the S&P index: (a) -3.242; (b) 4.81; (c) 9.32; (d) 5.67; k What is the variance of the minimum variance portfolio: (a) 2.63; (b) -12.19; (c) 4.81; (d) 6.74; L What is the Beta of the minimum variance portfolio: (a) -0.32; (b) -2.96; (c) 1.0; (d) 0.11; II. Mean Consider the following time series of returns for ABC stock and the S&P500 Index Vari iance Analysis Year RABC Rs&P -6% -4% 2 3 12 5-11 9 What is the minimum variance portfolio weight for ABC stock: (a) -0.55; (b) 0.91; (c) 0.36; (d) -1.66; hWhat is the Beta of ABC stock: (a) -0.68; (b) 0.33; (c) 1.54; (d) -0.23 HINT: Use the portfolio weights for the minimum variance portfolio and construct a series of returns to answer 13-16 What is the mean return on the minimum variance portfolio: (a) -1.80; (b) -2.20; (c) 1.5; (d) 2.3; J. What is the covariance of the minimum variance portfolio with the S&P index: (a) -3.242; (b) 4.81; (c) 9.32; (d) 5.67; k What is the variance of the minimum variance portfolio: (a) 2.63; (b) -12.19; (c) 4.81; (d) 6.74; L What is the Beta of the minimum variance portfolio: (a) -0.32; (b) -2.96; (c) 1.0; (d) 0.11

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