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Use this data for problems 1 5. The annual returns for securities A, B, C, D and the Market (S&P 500) are shown below. Remember

Use this data for problems 1 5. The annual returns for securities A, B, C, D and the Market (S&P 500) are shown below. Remember to show all calculations.

t

A, %

B, %

C, %

D, %

Mkt, %

1

18.56

18.23

8.43

12.43

12.28

2

12.34

5.24

3.12

13.45

5.99

3

14.12

14.71

12.58

4.32

12.41

4

-1.57

-6.56

3.87

-8.54

-4.48

5

3.12

9.12

1.45

12.21

12.34

6

-8.28

-7.43

-6.59

-4.91

-13.41

Calculate the beta of security A with the market. (5 points) Show your work

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