Hi I am struggling, can you help me?

A. I answered 2627.5

B. I answered 1110.2

A recent trend on indexing is smart beta ETfs. A smart beta ETF is designed to take advantage of anomalies or systematic factors that generate abnormal returns over time. For example, value premium is the abnormal return generated by buying value stocks and shorting growth stocks. When a fund manager allocates more weights towards value stocks in his/her portfolio, the fund will carry additional return from value premium. Use the table below: I. Use the value weights to construct the value-weighted index. II. Use the smart beta weights to construct the smart beta index. III. Use the data in the file to calculate the information ratios of both indexes. Do you observe the smart beta index outperforms the value-weighted index? IV. Regress value-weighted index returns on smart beta index returns? Do you observe abnormal alpha, i.e. alpha is positive and significant? V. Examine closely how you used the given data to construct the indexes. Explain what additional data should be collected or calculated in order to improve the data improve the accuracy on alpha in IV? Market Cap Value Weights Smart Beta Weights Value Price/Book Inverse Price/Book JPM BRK-A 123.25 180.62 8% 12% 20% 13% 0.68 1.08 1.4706 0.925926 PFE JNJ GE PG 188.04 174.76 140.71 174.51 167.61 INTC 118.12 T 170.37 SUM 1569.64 12% 11% 9% 11% 11% 8% 11% 100% 9% 5% 9% 5% 11% 6% 9% 100% 1.59 2.61 1.55 2.79 1.28 2.42 1.49 0.6289 0.3831 0.6452 0.35842 0.7813 0.4132 0.67114 7.258177208 WFC CVX 131.65 8% 14% 1.02 0.9804 A recent trend on indexing is smart beta ETfs. A smart beta ETF is designed to take advantage of anomalies or systematic factors that generate abnormal returns over time. For example, value premium is the abnormal return generated by buying value stocks and shorting growth stocks. When a fund manager allocates more weights towards value stocks in his/her portfolio, the fund will carry additional return from value premium. Use the table below: I. Use the value weights to construct the value-weighted index. II. Use the smart beta weights to construct the smart beta index. III. Use the data in the file to calculate the information ratios of both indexes. Do you observe the smart beta index outperforms the value-weighted index? IV. Regress value-weighted index returns on smart beta index returns? Do you observe abnormal alpha, i.e. alpha is positive and significant? V. Examine closely how you used the given data to construct the indexes. Explain what additional data should be collected or calculated in order to improve the data improve the accuracy on alpha in IV? Market Cap Value Weights Smart Beta Weights Value Price/Book Inverse Price/Book JPM BRK-A 123.25 180.62 8% 12% 20% 13% 0.68 1.08 1.4706 0.925926 PFE JNJ GE PG 188.04 174.76 140.71 174.51 167.61 INTC 118.12 T 170.37 SUM 1569.64 12% 11% 9% 11% 11% 8% 11% 100% 9% 5% 9% 5% 11% 6% 9% 100% 1.59 2.61 1.55 2.79 1.28 2.42 1.49 0.6289 0.3831 0.6452 0.35842 0.7813 0.4132 0.67114 7.258177208 WFC CVX 131.65 8% 14% 1.02 0.9804