Intro The following table shows historical end-of-week adjusted close prices (including dividends) for a stock and the S&P 500. B C 1 Week Stock S&P 500 2 0 30.95 2,651 3 1 31.59 2,593 4 2 34.52 2,619 5 3 33.89 2,685 6 4 31.87 2,738 7 5 34.17 2,664 8 6 35.94 2,763 9 7 31.69 2,702 10 8 32.02 2,800 11 9 32.9 2,953 12 10 34.07 2,916|| Part 6 1 - Attempt 1/10 for 10 pts. Assume the risk-free rate (Treasury bill yield) is 2%. What is the annualized Sharpe ratio of the stock? Hint: Use the annualized return and standard deviation. The variance of returns over N weeks is N times the weekly variance. The standard deviation of returns over N weeks is N^0.5 times the weekly standard deviation. 2+ decima Submit Part 7 18 | Attempt 1/10 for 10 pts. For the next few parts, create a portfolio of 60% stock and 40% S&P 500. If you rebalanced such a portfolio every week to keep the weights at 0.6/0.4, what is the holding period return over the 10 weeks for the portfolio? 3+ decima Submit Part 8 1 - Attempt 1/10 for 10 pts. What is the standard deviation of weekly returns for such a portfolio if you rebalanced every week? 4+ 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 C 1 Week Stock S&P 500 2 0 30.95 2,651 3 1 31.59 2,593 4 2 34.52 2,619 5 3 33.89 2,685 6 4 31.87 2,738 7 5 34.17 2,664 8 6 35.94 2,763 9 7 31.69 2,702 10 8 32.02 2,800 11 9 32.9 2,953 12 10 34.07 2,916|| Part 6 1 - Attempt 1/10 for 10 pts. Assume the risk-free rate (Treasury bill yield) is 2%. What is the annualized Sharpe ratio of the stock? Hint: Use the annualized return and standard deviation. The variance of returns over N weeks is N times the weekly variance. The standard deviation of returns over N weeks is N^0.5 times the weekly standard deviation. 2+ decima Submit Part 7 18 | Attempt 1/10 for 10 pts. For the next few parts, create a portfolio of 60% stock and 40% S&P 500. If you rebalanced such a portfolio every week to keep the weights at 0.6/0.4, what is the holding period return over the 10 weeks for the portfolio? 3+ decima Submit Part 8 1 - Attempt 1/10 for 10 pts. What is the standard deviation of weekly returns for such a portfolio if you rebalanced every week? 4+ decima Submit