The following table shows historical end-of-week adjusted close prices (including dividends) for a stock and the S&P 500 B D S&P 500 Stock A 1 Week 2 3 1 2 0 36.36 2,869 2,811 37 4 39.93 5 39.3 TAN 6 36.94 39.24 41.01 36.15 7 5 8 6 9 7 10 8 119 12 10 13 Sum 2,845 2,889 2,942 2,868 2,948 2,887 2,985 3,138 3,101 32,283 =SUM(C2C12) 36.48 37.36 38.53 418.3 Copy and paste all data into your own spreadsheet. Calculate the sum of the prices for both assets to check that you copied all values correctly. If your sums match those shown above, you can delete row 13 in your spreadsheet. Attempt 1/1 for 10 pts. Part 5 What is the beta of the stock (not the S&P 500)? 3+ decimals Save Part 6 * Attempt 1/1 for 10 pts. Assume the risk-free rate (Treasury bill yield) was and is 2%. What was the annualized) Sharpe ratio of the stock? Hint: Use the annualized return and standard deviation. The variance of returns over N weeks is N times the weekly variance. The standard deviation of returns over N weeks is N^0.5 times the weekly standard deviation. 2+ decimals Save Part 7 Attempt 1/1 for 10 pts. For the next few parts, assume a portfolio of 20% stock and 80% S&P 500. If you rebalanced such a portfolio every week to keep the weights at 0.2/0.8, what was the holding period return over the 10 weeks for the portfolio? 3+ decimals Save