Date	A	B	C	D	index
3-Jan-16	84.87	14.05	67.55	41.7	6,517.71
10-Jan-16	67.02	12.25	57.84	37.4	6,038.03
17-Jan-16	54.05	9.7	45.8	34	5,459.84
24-Jan-16	59.93	10.35	47.07	38.6	5,698.56
31-Jan-16	66.53	11.4	55.09	41.1	5,927.36
7-Feb-16	64.82	11.65	52.35	42.5	5,832.92
14-Feb-16	62.13	11.2	39.89	41	5,801.65
21-Feb-16	66.28	11.3	40.74	41.8	5,942.28
28-Feb-16	68.24	11.95	42	42.8	6,170.16
6-Mar-16	67.51	12.35	47.07	44.5	6,370.37
13-Mar-16	76.07	12.8	49.39	44	6,305.78
20-Mar-16	72.15	13.35	49.18	43	6,460.98
27-Mar-16	68	13.25	50.66	41	6,215.65
3-Apr-16	64.33	13.9	43.27	41.8	6,213.58
10-Apr-16	66.04	14.5	47.7	44.5	6,442.04
17-Apr-16	66.77	14.95	47.07	47.5	6,512.43
24-Apr-16	69.95	15.05	53.61	49.1	6,820.30
1-May-16	67.26	14	57.84	48	6,586.50
8-May-16	71.18	13.55	61.64	50.5	6,654.20
15-May-16	68.97	14.2	58.68	51	6,737.40

QUESTIONS

(n) complete the following table by decomposing the variance of each stock into its system atic and unsystem atic components: Ticker A Ticker B Ticker C Ticker D index Variance Beta Residual Risk Systematic Risk Systematic + Unsystematic Systematic /(Systematic + Unsystematic) R2 (n) complete the following table by decomposing the variance of each stock into its system atic and unsystem atic components: Ticker A Ticker B Ticker C Ticker D index Variance Beta Residual Risk Systematic Risk Systematic + Unsystematic Systematic /(Systematic + Unsystematic) R2