Intro The following table shows historical end-of-week adjusted close prices (including dividends) for a stock and the S&P 500. B 1 Week Stock S&P 500 0 30.95 2 2,651 1 3 31.59 2,593 2 | 34.52 2,619 3 33.89 5 2,685 4 | 31.87 6. 2,738 34.17 2,664 35.94 2,763 31.69 2,702 10 8 32.02 2,800 32.9 11 2,953 12 34.07 10 2,916 4. B P Attempt 1/10 for 10 pts. Part 9 What is the beta of such a portfolio if you rebalanced every week? 2+ decima Submit Attempt 1/10 for 10 pts. Part 10 What is the annual Sharpe ratio of a portfolio with 60% invested in the stock and 40% in the S&P 500? Assume that the expected returns are equal to the realized returns (EARS), and that the annualized variances and covariance stay the same as in the past. Hint: The covariance of returns over N weeks is N times the weekly covariance. Hint: Since we're looking at only one period (of one year), the distinction between rebalancing and not rebalancing is irrelevant here. 2+ decima Submit Intro The following table shows historical end-of-week adjusted close prices (including dividends) for a stock and the S&P 500. B 1 Week Stock S&P 500 0 30.95 2 2,651 1 3 31.59 2,593 2 | 34.52 2,619 3 33.89 5 2,685 4 | 31.87 6. 2,738 34.17 2,664 35.94 2,763 31.69 2,702 10 8 32.02 2,800 32.9 11 2,953 12 34.07 10 2,916 4. B P Attempt 1/10 for 10 pts. Part 9 What is the beta of such a portfolio if you rebalanced every week? 2+ decima Submit Attempt 1/10 for 10 pts. Part 10 What is the annual Sharpe ratio of a portfolio with 60% invested in the stock and 40% in the S&P 500? Assume that the expected returns are equal to the realized returns (EARS), and that the annualized variances and covariance stay the same as in the past. Hint: The covariance of returns over N weeks is N times the weekly covariance. Hint: Since we're looking at only one period (of one year), the distinction between rebalancing and not rebalancing is irrelevant here. 2+ decima Submit