(5) What is the estimate of $\hat{SE}(\hat{\sigma}_{FMAGX}^2)$?

(5) What is $\hat{SE}(\hat{\rho}_{VBLTX,FMAGX})$?

(15) For which assets do you reject the null hypothesis $H_0: \mu_i=0$ vs. $H_1:\mu_i \neq 0$ at the 5% significance level? Check all that apply.

(15) For which assets do you reject the null hypothesis $H_0: \rho_{ij}=0$ vs. $H_1:\rho_{ij} \neq 0$ at the 5% significance level? Check all that apply.

(15) For which assets do you reject the null hypothesis $H_0: r_{it}\sim \text{normal}$ vs. $H_1:r_{ij} \sim \text{not normal}$ at the 5% significance level? Check all that apply.

(20) For which of the following parameters do you expect your bootstrap SE value to be accurate? (Hint: Do the bootstrap distributions look normal?)

(10) Under the assumptions of the Constant Expected Return Model, what is $E[\bar{r}_i^2 ]$, where $\bar{r}_i = \frac{1}{T}\sum_{t=1}^T{r_{it}}$?
(You may find the relation $Var(Y) = E(Y^2) - E(Y)^2$ useful.)