Question: Date Average Variance St.dev. SPY 0.70% 0.00138 3.71% WFC 0.67% 0.00147 3.83% Rf 0.50% Regression results Intercept Beta 0.00003 0.95662 1 Var (el) St. Dev.

 Date Average Variance St.dev. SPY 0.70% 0.00138 3.71% WFC 0.67% 0.00147

Date Average Variance St.dev. SPY 0.70% 0.00138 3.71% WFC 0.67% 0.00147 3.83% Rf 0.50% Regression results Intercept Beta 0.00003 0.95662 1 Var (el) St. Dev. (el) 0.00021 1.44% 26. Based on the data in the table above, what is M measure f WFC (Rf=0.5%)? A. -0.02% B. -0.035% C. 0.067% D. 0.044%

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