Date S&P 500 AMZN GOOGL AAPL DIS Average (R) St. Dev. 1.38% 2.61% 1.57% 7.54% 1.93% 5.86% 2.37% 7.56% 2.86% 4.25% From Regression Results: Alpha = Intercept Beta 0.0085 -0.0066 1.6174 0.0069 1.2180 0.0151 0.9789 0.7867 5.49% 6.86% St. Dev. (residuals) Variance (residuals) 6.24% 0.0039 3.39% 0.0012 0.0030 0.0047 15. If you are constructing a portfolio of 4 stocks (AMZN, GOOGK, AAPL, DIS) based on information ratio allocation approach, which security will receive he largest allocation? a. AMZN b. GOOGL AAPL d. DIS c. 16. Which security would be sold short? a. AMZN b. GOOGL c. AAPL d DIS