ROUND DOWN TO 2 PLACES OF DEMICALS FOR EVERY QUESTON. DENOTE RATE OF RETURN AND VOLATIUTY IN \%. 1. Using the information below, caloulate the expected rate of return. Risk-free rate =2% beta =1.3, expected market rate of return =12% (Required) 2. The correlation between the volatiliy of asset i and the manket is 0.5. market volatity is 10%, and volatility of asset is 8%. What is beta? (Required) 3. Use the information in quession 210 ger the expected rare of return. The risk-thee rate of rewm is 3% and the market-expected rate of retum is 5% (Required) 4. Calculate volatilis (Required) % and lower pattal moment. (Required) Use the digh giver be ow. The target resurn is 0 : 3. Use the inlomation in question 2 to get the expected rate of return. The risk-free rate of retum is 3% and the market-exoected rate of retum is 5%. (Required) 4. Calculate volatiiny (Required) % and lower partial moment. (Required) use the data given below. The target retum is 0% Rate of return: 8.3%,0.8%,2.4%,12.5%,13.2%,0.2%,1.3%,10.8%,12.5%,9.3% 4.1 Calculate the Sharoe ratin for question 4. The risk-free rate of return is 0% (Required) 4.2 MAR is the same as the target return. Calculate the Sortino ratio. (Required) 43 MAR is the same as the target return. Calculate the Gain Loss rato (Required) 4.4 Conditional VaR is known to be 5%, the expected rate of return is 6% and the rigk-free rate is 1in Calculate the oonditional Sharee ratio (Required)