What is the beta of the stock (not the S\&P 500)? Saved //canvas.ucsc.edu/courses/56965/assignments/389749?module_item_id=825799 22,12:07 PM Solve problem Part 6 Attempt 1/1 Assume the risk-free rate (Treasury bill yield) was and is 2%. What was the (annualized) Sharpe ratio of the stock? Hint: Use the annualized return and standard deviation. The variance of returns over N weeks is N times the weekly variance. The standard deviation of returns over N weeks is N0.5 times the weekly standard deviation. Saved For the next few parts, assume a portfolio of 40% stock and 60% S\&P 500 . If you rebalanced such a portfolio every week to keep the weights at 0.4/0.6, what was the holding period return over the 10 weeks for the portfolio? Enter your answer as a decimal number (not in percent). Saved Part 8 Attempt 1/1 What is the standard deviation of weekly returns for such a portfolio if you rebalanced every week? Enter your answer as a decimal number (not in percent). Saved What is the beta of such a portfolio if you rebalanced every week? /canvas.ucsc.edu/courses/56965/assignments/389749?module_item_id=825799 2,12:07PM Solve problem Part 10 What is the annual Sharpe ratio of a portfolio with 40% invested in the stock and 60% in the S\&P 500 ? The Tbill yield is still 2%. Assume that the stock has an expected return of 14% and the S\&P 500 of 5% (both EARs), and that the annualized variances and covariance stay the same as in the past. Hint: The covariance of returns over N weeks is N times the weekly covariance. Hint: Since we're looking at only one period (of one year), the distinction between rebalancing and not rebalancing is irrelevant here. What is the annual Sharpe ratio of the optimal risky portfolio