Question: Problem 25 Intro Samsung has a correlation with the S&P 500 of 0.64 Samsung's standard deviation is 0.26 and the S&P 500 has a standard
Problem 25 Intro Samsung has a correlation with the S&P 500 of 0.64 Samsung's standard deviation is 0.26 and the S&P 500 has a standard deviation of 0.22. The risk-free rate is 0.017, and the expected retum on the S&P 500 is 0.04. Attempt 1/10 for 10 pts Part 1 What is Samsung's covariance with the index? 4+ decima Submit Attempt 1/10 for 10 pts Part 2 What is Samsung's beta? 2+ decima Submit Attempt 1/10 for 10 pts Part 3 What is Samsung's expected return? 4+ decima Submit Attempt 1/10 for 10 pts Part 4 lf you think the expected return is 12%, what is Samsung's alpha? 3+ decima Submit Attempt 1/10 for 10 pts. Part 5 What is the fraction of Samsung stock? risk in the total risk on 2+ decima
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