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Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). A B C 1 Year Fund Market

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Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). A B C 1 Year Fund Market 1 14% 13% 2 -12% -14% 3 -6% -3% 4 5% 28% 6 5 14% 8% 7 6 7% 8% Part 1 What is the arithmetic average return for the market portfolio? 3+ decimals Submit 2 3 4 5 Attempt 1/10 for 10 pts. Attempt 1/10 for 10 pts. Attempt 1/10 for 10 pts. BAttempt 1/10 for 10 pts. Part 2 What is the covariance of returns? 4+ decimals Submit Part 3 What is the variance of the market portfolio? 4+ decimals Submit Part 4 What is the beta of the fund, using the industry model (not subtracting the risk-free rate)? 2+ decimals Submit

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