Question 28 3.34 pts SPY Your Current Portfolio BA Your Portfolio after adding BA to it Summary Statistics Average 0.70% 1.43% 1.09% 1.04% 0.0022 Variance 0.0014 0.0038 0.0020 St.Dev. 3.71% 4.64% 6.20% 4.43% Regression Analysis Summary intercept Beta 0.00204 0.00287 0.00793 0.92070 1 1.20562 1.15489 0.000149 0.000126 var (residuals) st. Dev.(residuals) 0.002676 5.17% 1.22% 1.12% Rf= 0.05% 0.0065 0.0082 0.0150 0.0090 Treynor Index Sharpe Ratio 0.1740 0.2142 0.2231 0.2350 Calculate M-square (M^2) for BA and (Your Portfolio after adding BA to it), use SPY as a proxy for the Market Portfolio. 0.141% and 0.117% 0.182% and 0.226% 0.223% and 0.235% 0.561% and 0.472%