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?

To answer each of these questions, we can utilize various formulas and concepts from finance. Let's go through each question step by step:

b. What is the relative volatility (variability) of STI returns to INX returns?

Relative volatility is calculated by dividing the standard deviation of STI returns by the standard deviation of INX returns. In this case, the variance of STI returns is given as 0.1296. To find the standard deviation, take the square root of the variance. So, the standard deviation of STI returns is √0.1296.

c. Compute the percentage of unsystematic risk associated with STI.

Unsystematic risk is the portion of risk that is specific to an individual stock or investment and can be eliminated through diversification. To calculate the percentage of unsystematic risk associated with STI, we need the R-squared value.

The R-squared value is given as 36%, which represents the proportion of the total variance in STI returns that can be explained by the market index (INX). The remaining percentage, 100% - 36%, represents the percentage of unsystematic risk. Therefore, the percentage of unsystematic risk associated with STI is 100% - 36%.

d. Compute the absolute magnitude of systematic risk associated with STI.

Systematic risk is the risk that affects the overall market and cannot be eliminated through diversification. The absolute magnitude of systematic risk associated with STI can be calculated by multiplying the beta of STI (given as 1.20) by the variance of INX returns (given as 10%).

e. Compute the standard error for STI (standard deviation of the error terms).

To compute the standard error for STI, we need the standard deviation of the error terms, which is a measure of the dispersion of actual STI returns from the predicted returns using the single-index model. Unfortunately, the data for the error term is not provided in the given information. Without the error term, we cannot calculate the standard error.

f. Compute the non-market related excess return for STI for 2008.

To compute the non-market related excess return for STI, we need the risk-free rate (given as 4%) and the excess return of INX (given as 10%). The non-market related excess return is calculated by subtracting the risk-free rate from the excess return of INX.

g. Compute the error term of the Single-Index Model for STI for 2008.

As mentioned earlier, the error term for STI is not provided in the given information. Therefore, we cannot compute the error term.

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?

To calculate the market-related excess return, we subtract the risk-free rate (given as 4%) from the negative stock market return (-20%). This will give us the excess return.

The total excess return that you would expect to achieve by holding STI would require additional information about the beta of STI and the expected market return. Without these details, we cannot accurately compute the total excess return.

It's important to note that in some cases, the information needed to answer these questions may be missing or incomplete.