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Return statistics for Apple stock, the S&P 500 and the risk-free asset, Treasury bills, are given below: A B C D 1 Year Apple S&P

Return statistics for Apple stock, the S&P 500 and the risk-free asset, Treasury bills, are given below:

A B C D
1 Year Apple S&P 500 T-bill
2 2012 0.06 0.13 0.034
3 2013 -0.14 -0.14 0.022
4 2014 -0.06 -0.05 0.015
5 2015 0.05 0.28 0.016
6 2016 0.14 0.08 0.028
7 2017 0.06 0.07 0.031
8 2018 0.04 0.05 0.031
9 2019 0.02 0.11 0.032

Calculate the excess returns for the stock and the S&P 500. What is the arithmetic average excess return for the S&P 500?

Regress the excess return on the stock on the excess return on the S&P 500. What is the R2 of the regression?

What is the stock's Jensen's alpha?

What is the stock's Sharpe ratio?

What is the stock's Treynor ratio?

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