The Annual Returns of Wonder Widgets,Inc Find the Following for Wonder Widgets:
A

The annual returns of Wonder Widgets,Inc.and the S&P 500 Composite Index over the last ten years were as follows:
$\begin{array} { r c c } \text { Year } & \text { Wonder Widgets } & \text { S\&P } 500 \\\hline 1 & - 15 \% & - 8.5 \% \\2 & 10 \% & 4.0 \% \\3 & 12 \% & 14.0 \% \\4 & 20 \% & 15.0 \% \\5 & - 20 \% & - 14.0 \% \\6 & - 15 \% & - 26.0 \% \\7 & 25 \% & 37.0 \% \\8 & 30 \% & 24.0 \% \\9 & - 10 \% & - 7.0 \% \\10 & 3 \% & 6.5 \%\end{array}$
Find the following for Wonder Widgets:
a. Beta ( $\beta$ _W, slope of regression line)
b. Alpha ( $\alpha$ _W, intercept of regression line)
c. Unsystematic variance ( $\sigma$ ²_W - $\beta$ ²_W $\sigma$ ²_m)
d. Correlation coefficient ( )