Question: please answer both right need part 2 Problem 12 * >> Intro The following table shows rates of return for a mutual fund and the

please answer both right
please answer both right need part 2 Problem 12 * >> Intro
need part 2
The following table shows rates of return for a mutual fund and

Problem 12 * >> Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). A B Market 1 Year Fund 2 1 14% 13% 3 2 -15% -14% 4 3 -6% -9% 4 5% 28% 5 6 7 5 14% 8% 6 16% 5% Part 1 Attempt 1/10 for 10 pts. Regress the returns on the stock on the returns on the S&P 500. What is the beta of the fund, using the industry model (not subtracting the risk-free rate), i.e., the slope coefficient of the regression? 2+ decimals Submit Problem 14 Intro You've assembled the following portfolio: Stock Expected return Beta Portfolio weight 1 0.085 1.3 0.2 0.075 1.1 0.6 3 0.06 0.8 0.2 2. Attempt 1/10 for 10 pts. Part 1 What is the beta of the portfolio? 1.08 Correct Portfolio beta: Bp = W1 B1 + W2 B2 + W3 B3 = 0.2 1.3 +0.6*1.1 + 0.2 0.8 = 1.08 Part 2 IB Attempt 1/10 for 10 pts. What is the expected return of your portfolio

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