Use the information provided in Table A and Table B to answer questions (1) to (11) a Table A: Market Price Per Share in July Company 2020 5 b 12 12 d 18 30 f 24 g 18 h 60 j 6 k 40 e Table B: Company a b d Number of shares outstanding 500 1500 100 200 600 150 900 800 700 1200 Market Price Per Share in June of year 2020 4 10 8 15 20 16 9 50 4 32 Book Value Per Share in June of year 2020 2 4 2 3 12 2 9 5 1.5 10 e f g h i k **Assume that each portfolio is an equally-weighted portfolio and the risk-free rate is equal to 0.1. Answer the following questions. 5- What is the return to the BL portfolio? 6- What is the return to SM portfolio? 7- What is the return to the market portfolio? 8- What is the return to the market factor? 9. What is the return to the size factor? 10- What is the return to the value factor? 11- If bmkt = 0.5, bsme=0.4, bhML = 0.8, the residual e; = 0.01, then, what is the value of a for stock (d)? Use the information provided in Table A and Table B to answer questions (1) to (11) a Table A: Market Price Per Share in July Company 2020 5 b 12 12 d 18 30 f 24 g 18 h 60 j 6 k 40 e Table B: Company a b d Number of shares outstanding 500 1500 100 200 600 150 900 800 700 1200 Market Price Per Share in June of year 2020 4 10 8 15 20 16 9 50 4 32 Book Value Per Share in June of year 2020 2 4 2 3 12 2 9 5 1.5 10 e f g h i k **Assume that each portfolio is an equally-weighted portfolio and the risk-free rate is equal to 0.1. Answer the following questions. 5- What is the return to the BL portfolio? 6- What is the return to SM portfolio? 7- What is the return to the market portfolio? 8- What is the return to the market factor? 9. What is the return to the size factor? 10- What is the return to the value factor? 11- If bmkt = 0.5, bsme=0.4, bhML = 0.8, the residual e; = 0.01, then, what is the value of a for stock (d)