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Question 1 4 pts Using the table below, calculate the beta of security D with the market. Time A,% B, % C, % D, %
Question 1 4 pts Using the table below, calculate the beta of security D with the market. Time A,% B, % C, % D, % Mkt, % 1 18.56 18.23 12.82 12.43 12.28 N 15.27 18.24 5.82 13.45 5.99 3 - 14.12 - 14.71 - 12.58 -4.32 12.41 4 -1.57 -6.56 -9.36 -8.54 -4.48 5 13.16 9.12 12.45 12.21 13.41 14.32 6 21.22 6.34 17.54 8.12 0.61 0.76 0.98 0.87 Question 2 4 pts Using the table below, calculate the population variance of security B. Time A, % B, % D, % Mkt, % C, % 12.82 1 18.56 18.23 12.43 12.28 N 15.27 18.24 -5.82 13.45 5.99 3 14.12 14.71 12.58 4.32 12.41 4 -1.57 -6.56 -7.43 -8.54 -4.48 5 13.16 9.12 12.45 12.21 13.41 6 21.22 6.34 17.54 8.12 14.32 148.52 58.03 74.37 96.40 Question 4 6 pts Using the table below, calculate the portfolio standard deviation for a portfolio with 25% in security D and 75% in security A. Time C, % D, % Mkt, % A,% 18.56 B,% 18.23 1 12.82 12.43 12.28 N 15.27 -5.82 13.45 5.99 18.24 14.71 3 14.12 12.58 4.32 12.41 4 - 1.57 -6.56 -7.43 -8.54 -4.48 5 13.16 9.12 12.45 12.21 13.41 6 21.22 6.34 17.54 8.12 14.32 7.12% 11.30% 12.21% 9.43%
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