Portfolio Management, Please provide correct answer. Thanks a lot for your kind help.

Question 6 0.0/9.0 points (graded) Suppose there are 50 risky stocks in the market, and their returns follow a single-factor model. In particular, return on stock i is given r = 1 + b F + E where the expected return = 9% the factor loading b = 0.178 is the same for all stocks, the factor F has zero mean and unit variance, and the standard deviation of the idiosyncratic shock , is 25%. Assume that the risk-free rate r = 3%. Consider a portfolio P with equal allocation into each of the stocks and zero weight on the risk-free asset. (d) For the first stock, compute the covariance of its return with the return on portfolio P. Cov (ri,p) = 01.P : report 4 digits after decimal point, e.g. 9.8765 (e) Compute the RRR (return-to-risk ratio) for the first stock relative to portfolio P. RRR = (GIPGP) (f) What is the maximum Sharpe ratio an investor can achieve in this market? SRmax : Please round your answers to at least two digits. (to four digits in question (d)) Question 6 0.0/9.0 points (graded) Suppose there are 50 risky stocks in the market, and their returns follow a single-factor model. In particular, return on stock i is given r = 1 + b F + E where the expected return = 9% the factor loading b = 0.178 is the same for all stocks, the factor F has zero mean and unit variance, and the standard deviation of the idiosyncratic shock , is 25%. Assume that the risk-free rate r = 3%. Consider a portfolio P with equal allocation into each of the stocks and zero weight on the risk-free asset. (d) For the first stock, compute the covariance of its return with the return on portfolio P. Cov (ri,p) = 01.P : report 4 digits after decimal point, e.g. 9.8765 (e) Compute the RRR (return-to-risk ratio) for the first stock relative to portfolio P. RRR = (GIPGP) (f) What is the maximum Sharpe ratio an investor can achieve in this market? SRmax : Please round your answers to at least two digits. (to four digits in question (d))