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Consider the following time series of returns for ABC stock and the S&P 5 0 0 Index Year RABC RS&P 1 - 6 % -
Consider the following time series of returns for ABC stock and the S&P Index
Year RABC RS&P
What is the mean return of ABC stock: a; b; c; d;
What is the mean return of the S&P index: a; b; c; d;
What is the covariance between ABC and S&P: a; b; c; d;
What is the variance of ABC stock: a; b; c; d;
What is the variance of the S&P index: a; b; c; d;
What is the correlation between ABC and S&P; a; b; c; d;
What is the minimum variance portfolio weight for ABC stock: a; b; c; d;
What is the Beta of ABC stock: a; b; c; d
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