Question: A B C D E F G 12 Year AT&T GM S&P500 T-bills PORTFOLIO S&P500 3 2016 0.06 0.1 0.13 0.034 0.042 0.096 4

A B C D E F G 12 Year AT&T GM S&P500

A B C D E F G 12 Year AT&T GM S&P500 T-bills PORTFOLIO S&P500 3 2016 0.06 0.1 0.13 0.034 0.042 0.096 4 2017 -0.25 -0.03 -0.14 0.022 -0.184 -0.162 5 2018 -0.06 -0.15 -0.09 0.015 -0.111 -0.105 6 2019 0.05 0.08 0.28 0.017 0.045 0.263 7 2020 0.14 0.12 0.08 0.028 0.104 0.052 8 2021 0.17 0.16 0.06 0.031 0.135 0.029 9 2022 0.04 0.13 0.05 0.037 0.039 0.013 10 2023 0.02 0.05 0.07 0.032 0.038 11 12 Weights 13 0.6 0.4 Average 14 15 16 456 17 18 19 789 20 21 22 0.027 0.009 0.028 Variance 0.011 0.016 Std dev 0.107 0.128 Covar 0.009 Beta 0.569 Intercept -0.007 R^2 0.464 Jensen alpha Sharpe ratio Treyner's ratio

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