#5

5. Security 1.3 0.8 0.9 ci Given the preceding data and the fact that Rm-8 and m-5, calculate the following: (a) The mean return for each security (b) The variance of each security's return (c) The covariance of returns between each security Using the data in Problem 5 and assuming an equally weighted portfolio, calculate the following: (a) Bp (b) ap (c) (d) R 6. 5. Security 1.3 0.8 0.9 ci Given the preceding data and the fact that Rm-8 and m-5, calculate the following: (a) The mean return for each security (b) The variance of each security's return (c) The covariance of returns between each security Using the data in Problem 5 and assuming an equally weighted portfolio, calculate the following: (a) Bp (b) ap (c) (d) R 6