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Q3. (12.5 points) Consider the CEO of Zeus Engineering who knows very well how to use the Bloomberg Terminals and download the most contemporary data

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Q3. (12.5 points) Consider the CEO of Zeus Engineering who knows very well how to use the Bloomberg Terminals and download the most contemporary data in the global financial markets. He calculates the historical returns by employing the CAPM MODEL. Consider the following table and assist him in order to estimate the following relationships for Kronos (K) and Titan (T) Multinationals (hereafter, MNEs). YEAR (T) MNE MARKET (K) MNE 2016 2017 2018 2019 2020 14% 19% -16% 3% 20% 13% 7% - 5% 1% 11% 12% 10% -12% 1% 15% Assume that the Risk-Free Rate is 2% 1. What are the betas of the MNE's K and T respectively? 2. What are the required rates of return for MNE's K and T? 3. Are stocks for the MNE K and T aggressive or defensive stocks? 4. What is the slope of the SML LINE for MNE stocks K and T respectively? Draw them carefully and provide comments and explanations for the Sharpe's and Treynor's Ratios. 5. How different is the CAPM model from the Mean Variance Model? 6. What is the Efficient Frontier? Carefully explain your answer. Q3. (12.5 points) Consider the CEO of Zeus Engineering who knows very well how to use the Bloomberg Terminals and download the most contemporary data in the global financial markets. He calculates the historical returns by employing the CAPM MODEL. Consider the following table and assist him in order to estimate the following relationships for Kronos (K) and Titan (T) Multinationals (hereafter, MNEs). YEAR (T) MNE MARKET (K) MNE 2016 2017 2018 2019 2020 14% 19% -16% 3% 20% 13% 7% - 5% 1% 11% 12% 10% -12% 1% 15% Assume that the Risk-Free Rate is 2% 1. What are the betas of the MNE's K and T respectively? 2. What are the required rates of return for MNE's K and T? 3. Are stocks for the MNE K and T aggressive or defensive stocks? 4. What is the slope of the SML LINE for MNE stocks K and T respectively? Draw them carefully and provide comments and explanations for the Sharpe's and Treynor's Ratios. 5. How different is the CAPM model from the Mean Variance Model? 6. What is the Efficient Frontier? Carefully explain your

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