Using these daily data calculate the following: The daily returns of these three assets. The average return and standard deviation for these three assets. The correlations between these three assets. What is the future value for each of these assets at the end of the day on November 19th if you had $100 invested in each asset on October 11? What is the FV and daily returns of a portfolio that placed 70% in VTSAX and 30% in your bond mutual fund. What is the average return and standard deviation of this portfolio? What is the FV and daily returns of a portfolio that placed 70% in your stock and 30% in your bond mutual fund. What is the average return and standard deviation of this portfolio? What is the beta of your stock and the bond fund? Use the VTSAX as your proxy for the market. What is the expected return on the stock for the company you are following? Use reasonable estimates of the variables that enter the CAPM. What is the WACC for the company you chose to follow? EXPI World Holdings Values Dividend: Goldman Sachs Bond MF Price: Dividend: Vanguard Total Price: : Dividend: Days: Price: Return: Days: Return: Days: Return: 49.57 0 49.66 41.65 43.46 45.9 47.69 48.59 48.59 0 0.043457 0.056144 0.038998 0.018872 224.76 224.6 225.62 229.37 0.001816 0.001208 0.00543 -0.0018 49.72 49.99 0 -0.00071 0.004541 0.016621 0.005929 49.9 49.9 0 0 0 230.73 230.73 230.73 231.57 48.59 0 49.9 0 48.4 -0.00391 -0.0008 0 0.001203 48.4 48.98 233.26 234.17 234.81 51.06 52.02 0.011983 0.042466 0.018801 0 0.001002 -0.0026 -0.00321 234.36 49.86 49.92 49.97 49.84 49.68 49.68 49.68 49.81 49.79 49.79 52.02 0 234.36 0 0.003641 0.007298 0.003901 0.002733 -0.00192 0 0 0 0.006144 -0.00038 -0.00683 0.010679 0.00131 52.02 0 234.36 54.42 52.83 0 0.046136 -0.02922 -0.05054 235.8 235.71 50.16 51.91 0.002617 -0.0004 0 0.000803 0.000201 0 234.1 236.6 51.6 0.034888 -0.00597 0 236.91 236.91 10/11/2021 10/12/2021 10/13/2021 10/14/2021 10/15/2021 10/16/2021 10/17/2021 10/18/2021 10/19/2021 10/20/2021 10/21/2021 10/22/2021 10/23/2021 10/24/2021 10/25/2021 10/26/2021 10/27/2021 10/28/2021 10/29/2021 10/30/2021 10/31/2021 11/1/2021 11/2/2021 11/3/2021 11/4/2021 11/5/2021 11/6/2021 11/7/2021 11/8/2021 11/9/2021 11/10/2021 11/11/2021 11/12/2021 11/13/2021 11/14/2021 11/15/2021 11/16/2021 11/17/2021 11/18/2021 11/19/2021 49.83 49.84 49.84 49.84 0 10/11/2021 10/12/2021 10/13/2021 10/14/2021 10/15/2021 10/16/2021 10/17/2021 10/18/2021 10/19/2021 10/20/2021 10/21/2021 10/22/2021 10/23/2021 10/24/2021 10/25/2021 10/26/2021 10/27/2021 10/28/2021 10/29/2021 10/30/2021 10/31/2021 11/1/2021 11/2/2021 11/3/2021 11/4/2021 11/5/2021 11/6/2021 11/7/2021 11/8/2021 11/9/2021 11/10/2021 11/11/2021 11/12/2021 11/13/2021 11/14/2021 11/15/2021 11/16/2021 11/17/2021 11/18/2021 11/19/2021 10/11/2021 10/12/2021 10/13/2021 10/14/2021 10/15/2021 10/16/2021 10/17/2021 10/18/2021 10/19/2021 10/20/2021 10/21/2021 10/22/2021 10/23/2021 10/24/2021 10/25/2021 10/26/2021 10/27/2021 10/28/2021 10/29/2021 10/30/2021 10/31/2021 11/1/2021 11/2/2021 11/3/2021 11/4/2021 11/5/2021 11/6/2021 11/7/2021 11/8/2021 11/9/2021 11/10/2021 11/11/2021 11/12/2021 11/13/2021 11/14/2021 11/15/2021 11/16/2021 11/17/2021 11/18/2021 11/19/2021 236.91 0 51.6 51.6 53.59 51.05 45.94 45.36 0 0.038566 -0.0474 49.5 0.004981 0 -0.00682 0.001616 0.001815 0.003825 238.09 238.83 49.58 -0.1001 -0.01263 -0.05291 49.67 49.86 240.52 241.43 242.36 242.36 0.003108 0.007076 0.003783 0.003852 0 -0.01604 42.96 42.96 49.06 49.06 0 0 42.96 0 0 242.36 0 0.00165 44.78 41.83 43.72 0.042365 -0.06588 0.045183 0.035224 242.76 242.06 239.68 -0.00288 -0.00983 0.00121 0.007418 239.97 241.75 -0.01193 0 49.06 49 49.1 48.83 49.69 48.7 48.7 48.7 48.57 48.51 48.59 48.67 48.76 241.75 45.26 44.72 44.72 44.72 44.2 44.23 0 -0.00122 0.002041 -0.0055 0.017612 -0.01992 0 0 -0.00267 -0.00124 0.001649 0.001646 0.001849 241.75 241.75 242.79 0 -0.01163 0.000679 -0.0676 -0.01018 -0.02842 0 o 0 0.004302 -0.00412 0.001572 -0.00285 241.79 41.24 40.82 39.66 242.17 241.48 Using these daily data calculate the following: The daily returns of these three assets. The average return and standard deviation for these three assets. The correlations between these three assets. What is the future value for each of these assets at the end of the day on November 19th if you had $100 invested in each asset on October 11? What is the FV and daily returns of a portfolio that placed 70% in VTSAX and 30% in your bond mutual fund. What is the average return and standard deviation of this portfolio? What is the FV and daily returns of a portfolio that placed 70% in your stock and 30% in your bond mutual fund. What is the average return and standard deviation of this portfolio? What is the beta of your stock and the bond fund? Use the VTSAX as your proxy for the market. What is the expected return on the stock for the company you are following? Use reasonable estimates of the variables that enter the CAPM. What is the WACC for the company you chose to follow? EXPI World Holdings Values Dividend: Goldman Sachs Bond MF Price: Dividend: Vanguard Total Price: : Dividend: Days: Price: Return: Days: Return: Days: Return: 49.57 0 49.66 41.65 43.46 45.9 47.69 48.59 48.59 0 0.043457 0.056144 0.038998 0.018872 224.76 224.6 225.62 229.37 0.001816 0.001208 0.00543 -0.0018 49.72 49.99 0 -0.00071 0.004541 0.016621 0.005929 49.9 49.9 0 0 0 230.73 230.73 230.73 231.57 48.59 0 49.9 0 48.4 -0.00391 -0.0008 0 0.001203 48.4 48.98 233.26 234.17 234.81 51.06 52.02 0.011983 0.042466 0.018801 0 0.001002 -0.0026 -0.00321 234.36 49.86 49.92 49.97 49.84 49.68 49.68 49.68 49.81 49.79 49.79 52.02 0 234.36 0 0.003641 0.007298 0.003901 0.002733 -0.00192 0 0 0 0.006144 -0.00038 -0.00683 0.010679 0.00131 52.02 0 234.36 54.42 52.83 0 0.046136 -0.02922 -0.05054 235.8 235.71 50.16 51.91 0.002617 -0.0004 0 0.000803 0.000201 0 234.1 236.6 51.6 0.034888 -0.00597 0 236.91 236.91 10/11/2021 10/12/2021 10/13/2021 10/14/2021 10/15/2021 10/16/2021 10/17/2021 10/18/2021 10/19/2021 10/20/2021 10/21/2021 10/22/2021 10/23/2021 10/24/2021 10/25/2021 10/26/2021 10/27/2021 10/28/2021 10/29/2021 10/30/2021 10/31/2021 11/1/2021 11/2/2021 11/3/2021 11/4/2021 11/5/2021 11/6/2021 11/7/2021 11/8/2021 11/9/2021 11/10/2021 11/11/2021 11/12/2021 11/13/2021 11/14/2021 11/15/2021 11/16/2021 11/17/2021 11/18/2021 11/19/2021 49.83 49.84 49.84 49.84 0 10/11/2021 10/12/2021 10/13/2021 10/14/2021 10/15/2021 10/16/2021 10/17/2021 10/18/2021 10/19/2021 10/20/2021 10/21/2021 10/22/2021 10/23/2021 10/24/2021 10/25/2021 10/26/2021 10/27/2021 10/28/2021 10/29/2021 10/30/2021 10/31/2021 11/1/2021 11/2/2021 11/3/2021 11/4/2021 11/5/2021 11/6/2021 11/7/2021 11/8/2021 11/9/2021 11/10/2021 11/11/2021 11/12/2021 11/13/2021 11/14/2021 11/15/2021 11/16/2021 11/17/2021 11/18/2021 11/19/2021 10/11/2021 10/12/2021 10/13/2021 10/14/2021 10/15/2021 10/16/2021 10/17/2021 10/18/2021 10/19/2021 10/20/2021 10/21/2021 10/22/2021 10/23/2021 10/24/2021 10/25/2021 10/26/2021 10/27/2021 10/28/2021 10/29/2021 10/30/2021 10/31/2021 11/1/2021 11/2/2021 11/3/2021 11/4/2021 11/5/2021 11/6/2021 11/7/2021 11/8/2021 11/9/2021 11/10/2021 11/11/2021 11/12/2021 11/13/2021 11/14/2021 11/15/2021 11/16/2021 11/17/2021 11/18/2021 11/19/2021 236.91 0 51.6 51.6 53.59 51.05 45.94 45.36 0 0.038566 -0.0474 49.5 0.004981 0 -0.00682 0.001616 0.001815 0.003825 238.09 238.83 49.58 -0.1001 -0.01263 -0.05291 49.67 49.86 240.52 241.43 242.36 242.36 0.003108 0.007076 0.003783 0.003852 0 -0.01604 42.96 42.96 49.06 49.06 0 0 42.96 0 0 242.36 0 0.00165 44.78 41.83 43.72 0.042365 -0.06588 0.045183 0.035224 242.76 242.06 239.68 -0.00288 -0.00983 0.00121 0.007418 239.97 241.75 -0.01193 0 49.06 49 49.1 48.83 49.69 48.7 48.7 48.7 48.57 48.51 48.59 48.67 48.76 241.75 45.26 44.72 44.72 44.72 44.2 44.23 0 -0.00122 0.002041 -0.0055 0.017612 -0.01992 0 0 -0.00267 -0.00124 0.001649 0.001646 0.001849 241.75 241.75 242.79 0 -0.01163 0.000679 -0.0676 -0.01018 -0.02842 0 o 0 0.004302 -0.00412 0.001572 -0.00285 241.79 41.24 40.82 39.66 242.17 241.48