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  3. 3:32 the risk free rate is rf=0.04 and the expecte

3:32 The risk free rate is rf=0.04 and the expected return on the market is...

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3:32 The risk free rate is rf=0.04 and the expected return on the market is E[rmk1=0.08. Stock A has an expected return of E[r]=0.10 and a beta of B=1. What is the alpha a of stock A? Express your answer as a percent (e.g., if you get a=0.01 or 1%, write 1 in the answer box.) Type your response Submit Question 8 In this problem, you will estimate the beta of a portfolio. Download the excel spreadsheet titled "pset6_q8_data" from tophat. Columns B-F gives the monthly returns of 5 sectors over the period 200101-202012. Columns I and L give the corresponding market excess returns and risk free rate over the same period. Question 8 Unanswered 5 attempts left Estimate the beta of the "HiTec" industry portfolio using the monthly sample 200101-202012. What is the value of your estimate? Round your answer to 2 decimal places. Type your response

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