Can anyone help with ANY of these? Any good starting points would be great!
Alpha (STI) 0.90 2008 Return(STI) 15%
Beta(STI) 1.20 2008 Return(INX) 10%
R_squared 36% Risk Free Rate 4%
Variance(STI) .1296
b. What is the relative volatility (variability) of STI returns to INX returns?
c. Compute the percentage of unsystematic risk associated with STI.
d. Compute the absolute magnitude of systematic risk associated with STI.
e. Compute the standard error for STI (standard deviation of the error terms)?
f. Compute the non-market related excess return for STI for 2008.
g. Compute the error term of the Single-Index Model for STI for 2008.
h. If the stock market experiences a -20% return during 2010, what would be the market related excess return and the total excess return that you would expect to achieve by holding STI?