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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&P500 Index
Year RABC RS&P
1-6%-4%
232
353
4126
5-15-11
5. What is the mean return of ABC stock: (a)-0.2; (b)1.4; (c)5.2; (d)17.3;
6. What is the mean return of the S&P index: (a)-0.2; (b)-0.8; (c)4.3; (d)1.8;
7. What is the covariance between ABC and S&P: (a)52.3; (b)29.7; (c)18.6; (d)70.3;
8. What is the variance of ABC stock: (a)74.3; (b)109.7; (c)31.4; (d)47.3;
9. What is the variance of the S&P index: (a)45.7; (b)67.3; (c)29.9; (d)102.3;
10. What is the correlation between ABC and S&P; (a)0.99; (b)-0.45; (c)-0.27; (d)-0.82;
11. What is the minimum variance portfolio weight for ABC stock: (a)-0.55; (b)0.91; (c)0.36; (d)-1.66;
12. What is the Beta of ABC stock: (a)-0.68; (b)0.33; (c)1.54; (d)-0.23

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