DATA Questions and Answer Sheet 1 2 3 4 5 6 7 8 9 10 11 12 131 14 15 16 17 18 19 20 21 Year S&P 500 Returns Company A Returns Milburn 1997 33.361 28.39 1998 28.58 21.02 1999 21.04 17 20001 -9.11 4.7 2001 -11.88 3.29 2002 -22.1 13.84 2003 28.68 26.67 2004 10.88 7.57 2005 4.91 11.92 2006 15.79 10.76 2007 5.49 11.85 2008) -37 5.33 2009 26.46 7.72 2010 15.06 20.41 2011 2.11 -7.2 2012 16 7.92 2013 32.39 2.07 2014 13.69 21.991 2015 1.38 1.76 2016 11.96 17.99 20171 21.83 13.97 Company B Returns Hedge Fund 22.35 8.23 36.56 12.19 6.77 1.42 17.99 8.8 10.67 12.39 10.22 -21.63 23.741 10.88 -5.48 8.25 11.12 2.88 0.04 6.1 10.36 DATA Questions and Answer Sheet NAME PROVIDE RISK RETURN CALCULATIONS Milburn Hedge Fund Mean Return Standard Deviation of Returns BETA of Stock Question ! Which companys is riskier on a stand alone basis? Why? Answer: Question 2 Which company has more market risk? Why? Today's T bill Rate is 0.5% Question 3 What is the Expected Return from Milburn? 4 What is the expected return from Hedge Fund? The first picture is information and second is questions about first picture