For each of the two securities$,$ find the arithmetic mean monthly return as well as the standard

deviation of monthly returns over this period of time. State your answer as a percentage rounded

to $2$ decimal places $($e$.$g$.$ if your solution is $0\mathrm{.}13576$ as a decimal, state $13\mathrm{.}58$ percent$).$

What is the correlation over this period of time between the monthly returns on the S&P $500$

and BTC$?$ State your answer as a decimal number with $4$ decimal places $($e$.$g$.$ if your solution is

$0\mathrm{.}13574$ as a decimal, state $0\mathrm{.}1357).$

Assuming that the market index is well represented by the S&P $500,$ what is the beta of the

S&P $500$ over this period? What is BTC$\text{'}$s beta? State your answer as a decimal number with $2$

decimal places $($e$.$g$.$ if your solution is $0\mathrm{.}13574$ as a decimal, state $0\mathrm{.}14).$

Suppose at the beginning of November $2014$ you invested $$975,000$ in the S&P $500$ and

$$25,000$ in BTC$.$ What is the weight of S&P $500$ in your portfolio? The weight of BTC$?$ State

your answer as a percentage rounded to $2$ decimal places $($e$.$g$.$ if your solution is $0\mathrm{.}13576$ as a

decimal, state $13\mathrm{.}58$ percent$).$

If you kept the portfolio weights fixed at the values above in question $4$ at the beginning of

every month over the whole period what is your portfolio's arithmetic mean monthly return?

What is its standard deviation? State your answer as a percentage rounded to $2$ decimal places

$($e$.$g$.$ if your solution is $0\mathrm{.}13576$ as a decimal, state $13\mathrm{.}58$ percent$).$