Stock Y -2.0 bil 0.5 biz 1.5 Oci 3.0 The above table lists the calculated multi-index model coefficients for a two index model. Assume the Is are uncorrelated and that the expected value of lyis 7 and iz 5. Furthermore, assume the standard deviation of his 2 and 12 is 2.5. What is the expected value of Stock Y? Four securities have the characteristis described in the following table Stock A Stock B Stock Stock D 8% 10% 6% B 22 1.5 0.5 0.8 el 8% 2% Use the table and the Single-index Model for problems 1417 to calculate the requested values for an equally weighted portfolo made up of the four assets, pwen an expected market return of om Rm 6M) and a market risk of 4 (4) What is the standard deviation of the portfolio? a. Less than 2.5 b. Greater than or equal to 25 but less than 5 c. Greater than or equal to 5 but less than 7.5 d. Greater than or equal to 75 but less than 10 e. Greater than or equal to 10 QUESTION 15 Four securities have the characteristics described in the following table: Stock A Stock Stock Stock D a 4% 8% 10% 1.5 05 0.8 2.2 4% el 4% 2% Use the table and the single index Model for problems 14-17 to calculate the requested values for an equally weighted portfolio made up of the four ses pren an expected market return of Amanda market risk of 4 m - 4 What is the value of the portfoto's beta? a. Less than or equal to 05 b. Greater than 0.5 but less than or equal to 1 Greater than 1 but less than or equal to 15 d. Greater than 15 but less than or equal to 2 Greater than 2 QUESTION 16 Four securities have the characteristics described in the following table: Stock A Stock B Stock C Stock D a 4% 8% 10% 6% B 1.5 0.5 0.8 22 el 4% 2% Use the table and the Single Index Model for problems 14-17 to calculate the requested values for an equally weighted portfolio made up of the four assets, pren an expected market return of 6) and a market risk of enim What is the expected return of the portfolio a. Less than or equal to 8 b. Greater than 8 but less than or equal to 10 Greater than 10 but less than or equal to 12 d. Greater than 12 but less than or equal to 14 Greater than 14 QUESTION 9 Questions 6-10 refer to the following table of information about the retums (in percentage form) to an investment in A Port and the Market Index over the first six months of the year Month A Pert Market 1 8 3 2 10 4 3 5 5 4 -2 2 S 6 6 6 3 What is the residual (error term) of the investment A Port in Month 17 a. Less than-2 b. Greater than or equal to-2 and less than-1 c. Greater than or equal to 1 and less than 0 d. Greater than or equal to 0 and less than 1 e. Greater than or equal to 1 and less than 2 1. Greater than or equal to 2