Hello guys, please help with this homework, 2 questions - 8 and 23. instructions are attached as well. Thank you

: k ' n . - -betweenth steak isis'ritiim it. m Spreadsheet 6.4. Explain intuitively why the mm mm gilmigmnusn has ohnnged m littlliti'iUJL' apply to Problems 8-12. sinners nt manager is considering three mutual funds. The first is e stock m stasis" i ii is a long-term government and corporate bond fund, and the third is a Tshfli WE}? market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected Return Standard Deviation - Stock fund (8) 15% ' 32% Bond fund (8) 9 23 The correlation between the fund returns is .15. 8. *' 4 A and draw the investment opportunity set of the two risky funds. Use invest- them proportions for the stock fund of O% to 100% in increments of 20%. What rom and standard deviation does your graph show for the minimum-variance gfigitijja 3' t? (LO 5-2) 9. M e from the risk-free rate to the opportunity set. What does your graph m m' the expected return and standard deviation of the optimal risky portfolio? MM is "Civilian am We ratio of the best feasible CAL? (LO 6-3) * igbll'rznutti itu" ! I '- tin-Hits; umm; 1. s'm ' fl. WinmConnectandlinktothematerial forChnpter6,whereyouwillfindaspread- sheet containing monthly rates of return for Ford, the S&P 500, and T-bills ova a team! five-year period. Set up a spreadsheet just like that of Example 6.3 and find the beta of me. (to 6-5) 23. are rates of return for six months for Generic Risk, Inc. What is Generic's beta? (Hint: Find the answer by plotting the scatter diagram.) (LO 6-5) -----------------.------------- Month Market Return Generic Return -------------------------- 0% +2% 0 0 ..1 O -1 -2 +1 +4 +1 +2 ------------------------ Challenge 24. Log in to Connect to find rate-of-retum data over a 60-month period for Google, the T-bill rate, and the S&P 500, which we will use as the market-index portfolio. (LO 64) a. Use these data and Excel's regression function to compute Google's excess return in each month as well as its alpha, beta, and residual standard deviation, 0'(e), over the entire period. b. What was the Sharpe ratio of the S&P 500 over this period? c. What was Google's information ratio over this period? 4 If someone whose risky portfolio is currently invested in an index portfolio such as the S&P 500 wishes to take a position in Google based on the estimates from parts We}, What would be the optimal fraction of the risky portfolio to invest in Google? W mons 6.16 and 6.17. 3 Wan 6.18 and your answer to part (d), by how much would the Sharpe moi the Gpfimal risky portfolio increase given the incremental position in Google? 3 mom fi) Me 6.33 and consider these three-year strategies: "Ibm-In (fully mm hfibmmiueach ofthe three years); One-In (fully invested in the risky paw maw am. ants in the asset in the other two); and rum-mm (me mamaummmwmmmsky portfolio and memmrunsmm mevmco"Pg me =o;(e Wa , (afb ouugc xn ; F e flkguifilf? L) PS 1. , (iiis) O 4 ws 4! A ? an" went". wl mum-gum. tr'S fmwx ami