You must complete this assignment in the next 2 hours. Save each answer immediately by clicking on the "Save" button. You can change your answer any time before your time is up. Unsaved answers will not be submitted. The table below shows historical end-of-week adjusted close prices (including dividends) for a stock and the S\&P 500. Copy and paste all data into your own spreadsheet. Calculate the sum of the prices for both assets to check that you copied all values correctly. If your sums match those shown above, you can delete row 15 in your spreadsheet. What is the geometric average weekly return for the stock? Enter your answer as a decimal number (not in percent). Part 2 Attempt 1/1 What is the annualized return for the stock (EAR)? Enter your answer as a decimal number (not in percent). Part 3 Attempt 1/1 What is the standard deviation of weekly returns for the stock? Enter your answer as a decimal number (not in percent). What is the beta of the stock? Part 5 Attempt 1/1 Assume the risk-free rate (Treasury bill yield) was and is 5%. 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. Part 6 Attempt 1/1 For the next few parts, assume a portfolio of 70% stock and 30% S\&P 500 . If you rebalanced such a portfolio every week to keep the weights at 0.7/0.3, what was the holding period return over the 12 weeks for the portfolio? Enter your answer as a decimal number (not in percent). 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). Part 8 Attempt 1 What is the beta of such a portfolio if you rebalanced every week? Part 9 Attempt 1 What is the annual Sharpe ratio of a portfolio with 70% invested in the stock and 30% in the S\&P 500 ? The T-bill yield is still 5%. Assume that the stock has an expected return of 15% and the S\&P 500 of 6% (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