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The following table lists the annual rates of return on GM stock and the S&P 500 Index Annual Rates of Return GM 0.100 0.150 0.080
The following table lists the annual rates of return on GM stock and the S&P 500 Index Annual Rates of Return GM 0.100 0.150 0.080 0.120 -0.060 0.170 S&P 500 0.090 0.224 0.273 0.080 0.100 0.090 Year 2 3 4 6 Based on the above table (Keep 4 decimal places to your answers, e.g. xxx.1234.) (a) compute the sample variance of the S&P 500 Index; (b) compute the sample beta value for General Motor; (c) computer the sample non-systematic risk for General Motor
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