StockA 100 04064% 100. 149% 100K 2 00 1138 88. 1183 90.90 125 04 8820%% 190. 114 8. 12 90. 19026 90105 01139 1 14896 00 1136 2700% 1200%% 7.0082% 20100% 00. 1 125 1100947 90 1136 00 9080%% 00 905% 11001 9200136 00. 1190%% 11.. 118326 30064 00113 0406 1%% 00. 1190%% 2300% 1200% 11.90 042015a. Compute the following S&P 500, Stock A and Stock B: i. Monthly returns and Annualized returns ii. Monthly Standard Deviation and Annualized Standard Deviation. b. Which stock (Stock A or Stock B) is most risky if they are held alone and not in a portfolio? c. Now consider the following two portfolios: X: A portfolio with a weight of 99% in S&P 500 and 1% in Stock A Y: A portfolio with a weight of 99% in S&P 500 and 1% in Stock B. Compute the annual standard deviation of portfolio X and Y. d. How does each stock affect the variability of the portfolio and how does it compare with your answer in (b) above? e. Perform a regression for each stock on the S&P 500 returns and explain your i. results in (b) and (c). (Note: When you use the regression function in Excel, Y is the stock returns and X is the S&P 500 returns)