Monthly returns of stock A have the same statistics (in terms of mean and variance), and are uncorrelated. We know that the monthly returns of the stock in the first 4 months of last year were 0.01,-0.02, 0.03, 0.04. (a) Calculate the estimates of the mean and variance of the annual return, and the standard deviations of the estimates assuming that the returns are normally distributed. (b) Assuming the annual return of the risk-free asset is 0.01 and there are 52 weeks per year, derive the estimated weekly Sharpe ratio of stock A