Use the following case to answer Question 1-4: In the first week of your job at Credit Suisse as an analyst, you were given the following partial data to evaluate you for which desk/supervisor they should assign you to: Months Adjusted closing Adjusted closing Adjusted closing Adjusted closing price Stock A price Stock B price Stock C price Stock D Oct $102 $23 $30 $52 Sept 106 24 33 54 Aug 105 22 34 51 July 104 20 35 53 June 100 18 36 52 May 97 16 37 50 April 94 17 39 Mar 92 15 40 Feb 90 14 38 45 49 47 Assume a risk-free rate of 1%. Q1. The annualized rate of return of stock B is .......... Q2. The annualized volatility (std dev) of stock D is ........ Q3. Among these four stocks, which stock has the best Sharpe Ratio and with what value? My answer: Stock with a Sharpe ratio of ........ Q4. You will be managing a portfolio of $1,000,000. What is the Sharpe ratio of a portfolio if you allocate $200,000 to A; $150,000 to B; and the rest allocated equally between C and D. The Sharpe Ratio of this portfolio is