The following table shows rates of return for a mutual fund and the market portfolio. The average risk-free rate over that time period was 1%.

Please Answer:

Part 5

Part 6

Part 7

*Please Check my work to see if they are correct

*Please Include the the formulas used in Excel, and the each step need to solve for each part. Thank you

Intro The following table shows rates of return for a mutual fund and the market portfolio. The average risk-free rate over that time period was 1%. A B D Rf 1 Year 2 1 Fund 14% Market 13% WN 2 -14% -4% 4 -27% -6% 5% 3 4 28% Vloon 5 8% 14% 5% 6 3% 1% Attempt 1/1 for 10 pts Part 1 What is the arithmetic average return for the market portfolio? 0.057 Attempt 1/1 for 10 pts Part 2 What is the covariance of returns? 0.0165 1 Attempt 1/1 for 10 pts. Part 3 What is the variance of the market portfolio? 0.0209 Part 4 8 Attempt 1/1 for 10 pts What is the beta of the fund, using the market or industry model (not subtracting the risk-free rate)? 0.79 Attempt 1/1 for 10 pts. Part 5 What is the Sharpe ratio for the fund? 4+ decimals Submit - Attempt 1/1 for 10 pts. Part 6 What is the Treynor ratio for the fund? 4+ decimals Submit Attempt 1/1 for 10 pts. Part 7 What is Jensen's alpha for the fund? 4+ decimals Submit