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Stock: Boeing Inc. (BA) Return Metrics (60 months) Your Answer Mean Monthly Stock Excess Return (%): 1.49% Monthly Standard Deviation.p of Stock Excess Return (%):

Stock: Boeing Inc. (BA)
Return Metrics (60 months) Your Answer
Mean Monthly Stock Excess Return (%): 1.49%
Monthly Standard Deviation.p of Stock Excess Return (%): 7.66%
Annualized Standard Deviation.p of Stock Excess Return (%): 26.54%
Mean Monthly S&P 500 Return (%): 0.87%
Monthly Standard Deviation of S&P Excess Return (%): 3.55%
Annualized Standard Deviation of S&P Excess Return (%): 12.30%
Mean Monthly T-Bill Rate (%): 0.09%
Stock Metrics (60 months)
Estimated Alpha of Stock (%): 0.623098368
Estimated Beta of Stock: 122.73%
Mean Monthly Apple Return: 1.58%
Regression Metrics (60 months)
Adjusted R2 0.317895661
Percent of Variance in Stock explained by Variance in S&P (%): 31.79%
Standard deviation of firm-specific return (%): 7.66%
Probability that true Alpha is zero (%):
Risk Metrics (60 months)
Monthly Value at Risk (VaR) at 95% confidence (%):
Kurtosis of stock excess return: 55.36%
Skew of stock excess return: 38.82%
Does the 95% VaR estimate underestimate true risk? (Yes/No/inconcl.): Yes
Performance Metrics (60 months)
Monthly Sharpe ratio: (avg excess stock return/sigma) 5.63%
Monthly Sharpe Ratio (i.e. ERP) on S&P: (avg excess S&P return / S&P sigma) 7.09%
Informaton Ratio: 9.29%
Treynor-Black optimal stock weight W* (%):
Treynor-Black optimal weight in S&P (%): (1 - W*)
New Sharpe Ratio with W* invested in stock & (1-W*) in S&P:
Treynor Measure (excess return over beta)

I need help with the ones in bold, I can add extra data in comments if needed. Will rate ASAP!

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