Exercise 1: a. Calculate your overall portfolio return over the entire holding period. (Remember: your portfolio includes your stocks AND cash). Make sure to account for any stock splits and dividends. An easy way to track your performance is to tabulate the value of each stock (Price * \#shares you own) on each day, If there is a split, adjust the number of shares you own. If there is a dividend, move the amount of the dividend (Dividend per share " whares you own) to your cash on that day. Find the total value of your portfolio plus cash as of the close on the final day, Friday, June 16th. From here, you can easily calculate the overall return. Note: You may do this by hand, or in Excel. If you do this by hand, I recommend showing all work, to limit point deductions in the case of mistakes. Exercise 2: a. Calculate your portfolio beta using dally returns and using the S\&P 500 to approximate the market return. This will require that you calculate the daily returns of your portfolio. Next, find the alpha of your portfolio over this holding period based on the CAPM model (assume the riskfree rate of return equals 0.15% ever this period of roughly 1 month; which equates to a little under 2% per year). To do this, use the given risk-free rate, the S\&P return over the same period, and the beta you have calculated. Then find the expected return predicted by the CAPM and compare it to the actual return of your portfolio. The alpha represents your abnormal return over these three months. Note: One way to do this is using regression analysis in Excel as discussed in class, but you may use other methods learned in this/other classes. I recommend using Excel for this, but you can takkle this by hand if you wish. Exercise 3