Question: Total marks: 23 marks. Consider a single-index model. The index portfolio is M. There are 80 individual risky securities on the market. (1) Calculate the

Total marks: 23 marks. Consider a single-index model. The index portfolio

Total marks: 23 marks. Consider a single-index model. The index portfolio is M. There are 80 individual risky securities on the market. (1) Calculate the total number of parameters to implement the single-index model. (7 marks) marks) (3) Following (2), calculate the percentage of systematic risk in the total risk for stock A. ( 8 marks)

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