The following questions requires the use of R and RStudio WITHOUT AI support. Disable AI support on RStudio. Copy and paste a screenshot of the Github setting in RStudio showing that the Enable Github Copilot disabled and applied. You are allowed to use the RStudio help function only.

Take a screenshot of your default browser’s setting to always ask where to save downloaded files. Don’t take a screenshot of the whole screen. 

In RStudio, how many ways can packages and data be loaded into the working environment? (Select all that apply)

What is the beta of Franklin stock if the current risk-free rate is 6%, the expected risk premium on the market portfolio is 9%, and the expected rate of return on Franklin is 17.7%?

Which of the following statements about corner portfolios is incorrect?

Consider an US-based foundation with spending rate of 3 percent and cost of earning investment returns has averaged 50 basis points annually. The asset allocation and the set of capital market expectations are shown below.  The expected long-term inflation rate is 2.5 percent. Table 3 Capital Market Expectations Asset class E(ri) si Correlations A B C D A US equities 9% 18% 1       B Ex-US equities 8 14 0.60 1     C US bonds 4 8 0.30 0.20 1   D Real estate 1 7 0.50 0.40 0.10 1    Table 4 Corner portfolios Portfolio E(rp) sp Sp wi A B C D 1 9.0% 18.0% 0.39 100% 0% 0% 0% 2 7.9 16.7 0.35 65 35 0 0 3 7.5 15.4 0.38 37 53 0 10 4 5.0 12.4 0.36 0 25 43 32 5 4.6 10.1 0.32 0 11 55 34 Between which two corner portfolios will be situated the strategic asset allocation that satisfies the foundation return requirement?

What is the implied risk-free rate if an index has beta of 1.3, the expected risk premium on the market portfolio is 9%, and the expected rate of return on the index is 17.7%?

In the prior year, the Hodges Large Value Fund’s return was 10%. The fund’s benchmark is the Russell 1000 Value Index. The fund had a beta of 1.2 relative to the Russell 1000 Value Index, and the index’s return was 8.9%. If the annualized risk-free rate is 2.5%, Hodges Large Value Fund’s alpha for the prior year is closest to:

Analyst forecasts a 2.25 percent dividend yield on Canadian equities, based on the S&P/Toronto Stock Exchange Composite Index and a repurchase yield of 1 percent. He forecasts the long-run inflation rate at 2 percent per year, and a real earnings growth of 4 percent, based on a 1-percentage-point premium for corporate growth over his expected Canadian GDP growth rate of 3.0 percent. He also forecasts a very minor expansion in P/E multiples of 0.25 percent. Based upon these figures, what is the expected return on Canadian equities in the next year?

Consider an US-based foundation with spending rate of 3 percent and cost of earning investment returns has averaged 50 basis points annually. The asset allocation and the set of capital market expectations are shown below.  The expected long-term inflation rate is 2.5 percent. Table 3 Capital Market Expectations Asset class E(ri) si Correlations A B C D A US equities 9% 18% 1       B Ex-US equities 8 14 0.60 1     C US bonds 4 8 0.30 0.20 1   D Real estate 1 7 0.50 0.40 0.10 1    Table 4 Corner portfolios Portfolio E(rp) sp Sp wi A B C D 1 9.0% 18.0% 0.39 100% 0% 0% 0% 2 7.9 16.7 0.35 65 35 0 0 3 7.5 15.4 0.38 37 53 0 10 4 5.0 12.4 0.36 0 25 43 32 5 4.6 10.1 0.32 0 11 55 34 What is the weight of US equities in the strategic asset allocation that satisfies the foundation return requirement?