Question: Problem 6 Intro Return statistics for AT&T, General motors, the S&P 500 and the risk-free asset, Treasury bills, are given below: A B C D

Problem 6 Intro Return statistics for AT&T, General motors, the S&P 500 and the risk-free asset, Treasury bills, are given below: A B C D E 1 Year AT&T GM S&P 500 T-bills 2 2014 0.06 0.1 0.13 0.035 3 2015 -0.21 -0.03 -0.14 0.022 4 2016 -0.06 -0.16 -0.06 0.015 5 2017 0.05 0.08 0.28 0.017 6 2018 0.14 0.12 0.08 0.028 7 0.14 0.18 0.07 0.031 2019 2020 00 0.04 0.13 0.05 0.033 9 2021 0.02 0.05 0.12 0.032 Part 1 Attempt 1/10 for 10 pts. Calculate the excess returns for a portfolio composed of 60% AT&T and 40% GM. What is the arithmetic average excess return for the portfolio? 4+ decimals Submit Part 2 Attempt 1/10 for 10 pts. Regress the excess return on the portfolio on the excess return on the S&P 500. What is the beta of the portfolio? 2+ decimals Submit Attempt 1/10 for 10 pts. Part 3 What is the R2 of the regression? 3+ decimals Submit Part 4 Attempt 1/10 for 10 pts. What is the Jensen's alpha of the portfolio? 4+ decimals Submit Attempt 1/10 for 10 pts. Part 5 What is the portfolio's Sharpe ratio? 3+ decimals Submit Attempt 1/10 for 10 pts. Part 6 What is the portfolio's Treynor ratio? 4+ decimals Submit Problem 6 Intro Return statistics for AT&T, General motors, the S&P 500 and the risk-free asset, Treasury bills, are given below: A B C D E 1 Year AT&T GM S&P 500 T-bills 2 2014 0.06 0.1 0.13 0.035 3 2015 -0.21 -0.03 -0.14 0.022 4 2016 -0.06 -0.16 -0.06 0.015 5 2017 0.05 0.08 0.28 0.017 6 2018 0.14 0.12 0.08 0.028 7 0.14 0.18 0.07 0.031 2019 2020 00 0.04 0.13 0.05 0.033 9 2021 0.02 0.05 0.12 0.032 Part 1 Attempt 1/10 for 10 pts. Calculate the excess returns for a portfolio composed of 60% AT&T and 40% GM. What is the arithmetic average excess return for the portfolio? 4+ decimals Submit Part 2 Attempt 1/10 for 10 pts. Regress the excess return on the portfolio on the excess return on the S&P 500. What is the beta of the portfolio? 2+ decimals Submit Attempt 1/10 for 10 pts. Part 3 What is the R2 of the regression? 3+ decimals Submit Part 4 Attempt 1/10 for 10 pts. What is the Jensen's alpha of the portfolio? 4+ decimals Submit Attempt 1/10 for 10 pts. Part 5 What is the portfolio's Sharpe ratio? 3+ decimals Submit Attempt 1/10 for 10 pts. Part 6 What is the portfolio's Treynor ratio? 4+ decimals Submit

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