The ABC Fund, the Karachi Stock Exchange and T-Bills have had the following returns over the past 5 years:

Year T-bill KSE ABC Fund

Returns % Return% Return%

2011 10 10 14

2012 18 - 8 - 10

2013 14 20 26

2014 12 18 22

2015 16 24 30

Required;

1. Determine the Funds beta coefficient for the 5 year period of time.
2. Determine the Funds alpha coefficient for the 5 year.
3. Comments the Fund performance in relation to the market returns.
4. Correlation coefficient between fund and stock.
5. Systematic risk and unsystematic risk.
6. Average return from funds and market.