Portfolio return # QUESTION 1: Month January February March April May June July August September October November December 5.8 -2.7 -1.9 2.8 0.8 -0.6 0.5 1.6 -0.4 -3.4 2.6 0.7 S&p500 return 6.2 -3.1 -1.5 2.4 0.2 0 0.8 1.7 -0.1 -3.8 2 0.4 R^2= Alpha= % Beta Average return difference (W/signs)= % Average return difference (W/O signs)=% Position Object Question 2: PRICE A SHARES A B B C Company Day 1 Day 2 Day 3 Day 4 $13 11 $23 20 46 46 $54 58 56 28 540 540 540 540 400 400 200 200 200 200 200 400 13 13 11 46 28 540 2001 400 Day 5 "Split at close of day 2 Split at close of day 3 Calculate a Dow Jones Industrial Average for days 1-5. Do not round intermediate calculations. Round answer to 3 decimal places