The following data have been given.

Table: Adjusted Closing Prices Date 3/15/2019 Volvo B 132.73 OMX Stockholm 1595.76 3/18/2019 Volvo B 132.68 OMX Stockholm 1605.01 3/19/2019 Volvo B 136.40 OMX Stockholm 1615.14 3/20/2019 Volvo B 134.95 OMX Stockholm 1605.99 3/21/2019 Volvo B 134.47 OMX Stockholm 1605.03 3/22/2019 Volvo B 130.36 OMX Stockholm 1576.87 The daily expected return on Volvo B is 1.5%. The yield to maturity on three-months treasury bills, which represents the daily risk-free rate is 0.03%. Calculate the following: a) The variance of OMX Stockholm 30. b) The covariance of the return for Volvo B with the return on the OMX Stockholm 30. c) What is the required return for Volvo B? d) What is the abnormal return (the risk adjusted return) for Volvo B? (DO NOT USE EXCEL CALCULATIONS!