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MSFT BIIB DUK Average 2.15% 0.68% 1.22% St. Dev. 6.33% 9.82% 6.10% Beta 0.89 0.09 0.45 Investment Allocation 0.45 0.3 0.25 9. Based on

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MSFT BIIB DUK Average 2.15% 0.68% 1.22% St. Dev. 6.33% 9.82% 6.10% Beta 0.89 0.09 0.45 Investment Allocation 0.45 0.3 0.25 9. Based on the table above, what would be the Beta of the portfolio as specified above? A. 0.48 B. 0.54 C. 1.26 D. 1.43 10. Based on the table above, which security must have been Overpriced? Rf is 0.17% and Rm is 2.5%. A. MSFT B. BIIB C. DUK D. Can not tell 11. Based on the table above, what is Jehnsen Alpha for DUK? Rf is 0.17% and Rm is 2.5%. A. 0% B. 0.085% C. 1.135% D. 1.28%

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