https://i.imgur.com/KIbzCSw.png

2What is the geometric average weekly return for the S&P 500?

3What is the annualized return for the S&P 500 (EAR)?

4Calculate the weekly returns. What is standard deviation of weekly returns for the S&P 500?

5What is the beta of the stock?

6Assume the risk-free rate (Treasury bill yield) is 2%. What is the annualized Sharpe ratio of the stock?Hint: Use the annualized return and standard deviation. The variance of returns over N weeks is N times the weekly variance. The standard deviation of returns over N weeks is N^0.5 times the weekly standard deviation.

7For all remaining parts, create a portfolio of 70% stock and 30% S&P 500. If you rebalanced such a portfolio every week to keep the weights at 0.7/0.3, what is the holding period return over the 10 weeks for the portfolio?

8What is the standard deviation of weekly returns for such a portfolio if you rebalanced every week?

9 What is the beta of such a portfolio if you rebalanced every week?

10 Still assume that you create a portfolio of 70% stock and 30% S&P 500. However, after the initial allocation, you do not rebalance the portfolio at all. What is the holding period return over the 10 weeks for the portfolio?

11What is the standard deviation of weekly returns for such a portfolio if you do not rebalance at all?

12What is the beta of such a portfolio if you do not rebalance at all?

I need this in 45 minutes now, is this possible?