Question: Return statistics for AT&T, General motors, the S&P 500 and the risk-free asset, Treasury bills, are given below: Part 1 Attempt 1/10 for 10 pts.

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10 pts. Calculate the excess returns for a portfolio composed of 60%

Return statistics for AT\&T, General motors, the S\&P 500 and the risk-free asset, Treasury bills, are given below: 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? Regress the excess return on the portfolio on the excess return on the S\&P 500. What is the beta of the portfolio? Part 3 Attempt 1/10 for 10 What is the R2 of the regression? Part 4 Attempt 1/10 for 10p What is the Jensen's alpha of the portfolio? What is the portfolio's Sharpe ratio? Part 6 What is the portfolio's Treynor ratio

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