1. An analyst's factor model for Stock V is rt = 0.030 + 1.90ft + et. Calculate the residual for Stock V if actual return is 0.103 and ft = 0.058. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234 or -0.1234, not 12.34% or -12.34%).

2. An analyst's factor model for Stock U is r_t = -0.011 + 1.88f_t + e_t. Calculate the model's predicted return for Stock U if f_t = -0.033. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234 or -0.1234, not 12.34% or -12.34%).

3. An analyst's factor model for Stock W is r_t = 0.016 + 0.67f_t + e_t. Calculate the expected return for Stock W if E(f_t) = -0.011. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234 or -0.1234, not 12.34% or -12.34%).

4. Use the following regression results to calculate Cov(r_X,r_Y). The standard deviation of the factor is 0.0376. Assume all assumptions of a single factor model hold (i.e., Cov(e_X,e_Y) = 0. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%).

r_X,t = 0.009 + 0.75f_t + e_X,t

r_Y,t = 0.001 + 1.27f_t + e_Y,t