Just need D, F, G, H and I.

Please show work so I will know how to do it. Thank you.

Excel Activity: Evaluating Risk and Return Bartman Industries's and Reynolds Inc.'s stock prices and dividends, along with the Winslow 5000 Index, are shown here for the period 2015-2020. The Winslow 5000 data are adjusted to include dividends. f. Estimate Bartman's and Reynolds's betas by running regressions of their returns against the index's returns. Round your answers to four decimal places. . Bartman's beta: Year Reynolds's beta: Are these betas consistent with your graph? m. Bartman Industries Stock Price Dividend $16.95 $1.15 14.30 1.06 16.10 1.00 10.55 0.95 10.97 0.90 7.52 0.85 Reynolds Inc. Stock Price Dividend $50.50 $2.90 53.75 2.80 50.50 2.65 58.70 2.35 62.15 2.10 57.20 1.85 2020 2019 2018 2017 2016 2015 Winslow 5000 Includes Dividends $12,324.64 9,133.05 9,022.59 6,582.21 5,773.46 4,800.88 These betas consistent with the scatter diagrams. 9. Assume that the risk-free rate on long-term Treasury bonds is 4.5%. Assume also that the average annual return on the Winslow 5000 is not a good estimate of the market's required return-it is too high. So use 10% as the expected return on the market. Use the SML equation to calculate the two companies' required returns. Round your answers to two decimal places. Bartman's required return: % Do not round intermediate calculations. Use a minus sign to enter negative values, if any. a. Use the data to calculate annual rates of return for Bartman, Reynolds, and the Winslow 5000 Index. Then calculate each entity's average return over the 5-year period. (Hint: Remember, returns are calculated by subtracting the beginning price from the ending price to get the capital gain or loss, adding the dividend to the capital gain or loss, and dividing the result by the beginning price. Assume that dividends are already included in the index. Also, you cannot calculate the rate of return for 2015 because you do not have 2014 data.) Round your answers to two decimal places. Reynolds's required return: % Year 2020 Bartman Industries 26.57 % % -4.60 % % 62.09 % 4.83 % 57.85 % 2019 h. If you formed a portfolio that consisted of 50% Bartman and 50% Reynolds, what would the portfolio's beta and required return be? Round your answer for the portfolio's beta to four decimal places and for the portfolio's required return to two decimal places. . Portfolio's beta: : Portfolio's required return: %% Reynolds Inc. -0.65 % 11.98 % % -9.45 % -1.77 % 12.33% % 2.49 % % 2018 Winslow 5000 34.95% 1.22% 37.08 % 14.01 % 20.26 % 21.50 % 2017 2016 Average 1. Suppose an investor wants to include Bartman Industries's stock in his portfolio. Stocks A, B, and C are currently in the portfolio, and their betas are 0.825, 0.914, and 1.403, respectively. Calculate the new portfolio's required return if it consists of 30% of Bartman, 10% of Stock A, 35% of Stock B, and 25% of Stock C. Round your answer to two decimal , places. . 29.35 % 99% b. Calculate the standard deviations of the returns for Bartman, Reynolds, and the Winslow 5000. (Hint: Use the sample standard deviation formula, which corresponds to the STDEV.S function in Excel.) Round your answers to two decimal places. Bartman Industries 30.19% % Reynolds Inc. 9.45 % % Winslow 5000 14.94% Standard deviation C. Calculate the coefficients of variation for Bartman, Reynolds, and the Winslow 5000. Round your answers to two decimal places. Bartman Industries Reynolds Inc. Winslow 5000 1.03 3.80 0.69 Coefficient of variation d. Assume the risk-free rate during this time was 2%. Calculate the Sharpe ratios for Bartman, Reynolds, and the Index over this period using their average returns. Round your answers to four decimal places. Bartman Industries 0.9059 Reynolds Inc. 0.0519 X Winslow 5000 1.4391 X Sharpe ratio Excel Activity: Evaluating Risk and Return Bartman Industries's and Reynolds Inc.'s stock prices and dividends, along with the Winslow 5000 Index, are shown here for the period 2015-2020. The Winslow 5000 data are adjusted to include dividends. f. Estimate Bartman's and Reynolds's betas by running regressions of their returns against the index's returns. Round your answers to four decimal places. . Bartman's beta: Year Reynolds's beta: Are these betas consistent with your graph? m. Bartman Industries Stock Price Dividend $16.95 $1.15 14.30 1.06 16.10 1.00 10.55 0.95 10.97 0.90 7.52 0.85 Reynolds Inc. Stock Price Dividend $50.50 $2.90 53.75 2.80 50.50 2.65 58.70 2.35 62.15 2.10 57.20 1.85 2020 2019 2018 2017 2016 2015 Winslow 5000 Includes Dividends $12,324.64 9,133.05 9,022.59 6,582.21 5,773.46 4,800.88 These betas consistent with the scatter diagrams. 9. Assume that the risk-free rate on long-term Treasury bonds is 4.5%. Assume also that the average annual return on the Winslow 5000 is not a good estimate of the market's required return-it is too high. So use 10% as the expected return on the market. Use the SML equation to calculate the two companies' required returns. Round your answers to two decimal places. Bartman's required return: % Do not round intermediate calculations. Use a minus sign to enter negative values, if any. a. Use the data to calculate annual rates of return for Bartman, Reynolds, and the Winslow 5000 Index. Then calculate each entity's average return over the 5-year period. (Hint: Remember, returns are calculated by subtracting the beginning price from the ending price to get the capital gain or loss, adding the dividend to the capital gain or loss, and dividing the result by the beginning price. Assume that dividends are already included in the index. Also, you cannot calculate the rate of return for 2015 because you do not have 2014 data.) Round your answers to two decimal places. Reynolds's required return: % Year 2020 Bartman Industries 26.57 % % -4.60 % % 62.09 % 4.83 % 57.85 % 2019 h. If you formed a portfolio that consisted of 50% Bartman and 50% Reynolds, what would the portfolio's beta and required return be? Round your answer for the portfolio's beta to four decimal places and for the portfolio's required return to two decimal places. . Portfolio's beta: : Portfolio's required return: %% Reynolds Inc. -0.65 % 11.98 % % -9.45 % -1.77 % 12.33% % 2.49 % % 2018 Winslow 5000 34.95% 1.22% 37.08 % 14.01 % 20.26 % 21.50 % 2017 2016 Average 1. Suppose an investor wants to include Bartman Industries's stock in his portfolio. Stocks A, B, and C are currently in the portfolio, and their betas are 0.825, 0.914, and 1.403, respectively. Calculate the new portfolio's required return if it consists of 30% of Bartman, 10% of Stock A, 35% of Stock B, and 25% of Stock C. Round your answer to two decimal , places. . 29.35 % 99% b. Calculate the standard deviations of the returns for Bartman, Reynolds, and the Winslow 5000. (Hint: Use the sample standard deviation formula, which corresponds to the STDEV.S function in Excel.) Round your answers to two decimal places. Bartman Industries 30.19% % Reynolds Inc. 9.45 % % Winslow 5000 14.94% Standard deviation C. Calculate the coefficients of variation for Bartman, Reynolds, and the Winslow 5000. Round your answers to two decimal places. Bartman Industries Reynolds Inc. Winslow 5000 1.03 3.80 0.69 Coefficient of variation d. Assume the risk-free rate during this time was 2%. Calculate the Sharpe ratios for Bartman, Reynolds, and the Index over this period using their average returns. Round your answers to four decimal places. Bartman Industries 0.9059 Reynolds Inc. 0.0519 X Winslow 5000 1.4391 X Sharpe ratio