PORTFOLIO ASSIGNMENT - Microsoft Word - X Home Insert Page Layout References Mailings Review View Find Cut Garamond - 14 AaBbCcDC AaBbCcDo AaBbCc AaBbCc AaBI AaBbCcl AaBbCCDt AaBbCCD AA Ep Copy Gac Replace Paste B I U - abe X x' Aat 2 - A- 1 Normal 1 No Spaci... Heading 1 Heading 2 Title Subtitle Subtle Em... Emphasis Change Format Painter Styles - Select Clipboard Font Paragraph Styles Editing L 1. 2 . 1 . 1 . 1 . . 1 . 1 . 1 . 2 . 1 . 3 . 1 . 4 . 1 . 5 . 1 . 6 . 1 . 7 . 1 . 8 . 1 . 9 . 1 . 10 . 1 . 11 . 1 . 12 . 1 . 13 . 1 . 14 . 1 . 15 . 1. 16. 17 . 1 . 18 . 1 . 19) QUESTION TWO a) The rates of return of stock A and the market portfolio for the 12 months are given below: Month 1 2 3 4 5 6 7 8 9 10 11 12 Stock A 10 15 18 14 16 16 18 4 4 14 15 14 Market 12 14 13 10 9 13 14 12 4 16 . 23 . 1 . 22 . 1 . 21 . 1 . 20 . 1 . 19 . 1 . 18 . 1 . 17 . 1 . 16 . 1 . 15 . 1 . 14 . 1 . 13 . 1 . 12 . 1 . 11 . 1 . 10 Portfolio (%) Compute the average return of stock A and the market. (3mks) Determine the variance of the return of stock A and the market. (3mks) Find the covariance between the return of stock A and the market portfolio. (3mks) iv ) Estimate the beta factor for stock A. (2mks) Activate Windows Go to Settings to activate Windows. Page: 1 of 2 Words: 297 English (United States) = 100% + 18:18 Type here to search O 21"C Mostly cloudy ~ " ()) ENG 26/07/2021