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just need asnwer thanks 19. XYZ fund has a correlation coefficient of .9 with the S & P 500. What percentage of the variability of

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just need asnwer thanks

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19. XYZ fund has a correlation coefficient of .9 with the S & P 500. What percentage of the variability of return on XYX fund is caused by the variability of the S & P 500? Also, what percentage of the funds variability is caused by unsytematic factors? 90%, 10% 81%, 10% 81%, 19% 90%, 19% Make your selection: 20. ABC fund just reported had a 12 month return of 14%. If the fund has a standard deviation of 24%, and the 90-day T. Bill is yielding 4%, what is the fund's Sharpe Ratio? 0.3856 0.3962 0.4167 0.4257 Make your selection: 21. DEF fund had a return of 11% in the 12 months just ended, and had a required return of 15%. What is Jensen's Alpha for fund DEF? A . 4% -0.04 0.04 -0.4% Make your selection: 22. An investor is planning to purchase a stock with a beta of 1.40. If the 90-day T, Bill is 5.5% and the market risk premium is 7.5%, what is the investor's required return for the stock? 8.30% 10.00% 15.50% 16.00% Make your selection: 23. An investor purchased a stock ten years ago for $42. The current price of the stock is $38 and over the years the investor collected 12 quarterly dividends of $0.12 each and 28 quarterly dividends of $0.15 each. What is the Holding Period Return (HPR) of the investment? A. 3.4% 3.9% 4.2% 4.7% Make your selection: 24. For the question above (#23), calculate the investors Internal Rate of Return (IRR). Assume all dividends were paid and collected at the end of the quarter .408% 1.020% 10.200% 102.000%

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