Intro You must complete this assignment in the next 2 hours. Save each answer immediately by clicking on the "Save" butt

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Intro 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. A B с D 1 Week Stock S&P 500 2 0 39.9 2,703 3 1 40.54 2,645 4 2 43.47 2,665 5 3 42.84 2,688 6 4 40 2,741 7 5 42.3 2,667 8 6 44.07 2,746 9 7 40.06 2,685 10 8 40.39 2,783 11 9 41.27 2,936 12 10 42.44 2,899 13 Sum 457.28 30,158 SUM(C2:C12) 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 13 in your spreadsheet. ம். OF
Part 1 What is the holding period return over the 10 weeks for the S&P 500? 3+ decimals Save Part 2 Attempt 1/1 What is the geometric average weekly return for the S&P 500? 4+ decimals Save Part 3 Attempt 1/1 What is the annualized return for the S&P 500 (EAR)? Hint: Annualize your results from part 1 and part 2 to verify your answer. Both methods must give you exactly the same result. 3+ decimals Save Attempt 1/1
Attempt 1/1 Attempt 1/1 Attempt 1/1 Part 4 What is standard deviation of weekly returns for the S&P 500? 4+ decimals Save Part 5 What is the beta of the stock (not the S&P 500)? 3+ decimals Save Part 6 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 Nº.5 times the weekly standard deviation. 2+ decimals Save
Part 7 Attempt 1/1 For the next few parts, assume a portfolio of 60% stock and 40% S&P 500. If you rebalanced such a portfolio every week to keep the weights at 0.6/0.4, what was the holding period return over the 10 weeks for the portfolio? 3+ decimals Save Part 8 Attempt 1/1 What is the standard deviation of weekly returns for such a portfolio if you rebalanced every week? 4+ decimals Save Part 9 What is the beta of such a portfolio if you rebalanced every week? 3+ decimals Save Attempt 1/1
Part 10 Attempt 1/1 What is the annual Sharpe ratio of a portfolio with 60% invested in the stock and 40% in the S&P 500? The T-bill 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. 3+ decimals Save Part 11 Attempt 1/1 What is the annual Sharpe ratio of the optimal risky portfolio? 3+ decimals Save