- x A Individual Assignment 2.pdf - Adobe Acrobat Reader DC (32-bit) File Edit View Sign Window Help Home Tools Individual Assignm... * Question Quiz-2 C... Sign In 1 9 / 10 119% te 52.66 January February 11,515.6 11,543.5 Search 'Add Link 50.75 L. Export PDF Edit PDF a. Calculate the monthly holding-period returns for Daimler and the DAX Index b. What are the average monthly returns and standard deviations for each? c. Graph the Daimler returns against the DAX Index returns. d. Use spreadsheet to compute the slope of the characteristic line. e. Interpret your findings. 6-17. (Security murket line) a. Determine the expected return and beta for the following portfolio: Create PDF Adobe PDF Pack MyLab Convert files to PDF and easily combine them with other file types with a paid subscription BETA STOCK 1 PERCENTAGE OF PORTFOLIO 35% 1.10 EXPECTED RETURN 13% 6% 2 0.65 Select File to Convert to PDF 30% 35% 3 1.40 17% Select File b. Given the foregoing information, draw the security market line and show where the securities and the portfolio fit on the graph. Assume that the risk- free rate is 3 percent and the expected return on the market portfolio is 9 per- cent. How would you interpret these findings? Convert, edit and e-sign PDF forms & agreements Free 7-Day Trial Q j 0x 6:15 PM 29/5/2021 C ca