Note: market risk premium of 5.5% for T. Bond Rate, and 8.7% for the T. bill rate, and tax of 40% where none is specified. Q1: You have run a regression of returns of Aramco, a petrochemical and Oil producer, against the S&P 500 Index using monthly returns over the last 5 years and arrived at the following regression: Return Aramco = -0.20% +1.50 Return s&P 500 P If the stock had a Jensen's alpha of +0.10% (on a monthly basis) over this period, estimate the monthly riskfree rate during the last 5 years