Looking for assistance with the following.

In the Capital Asset Pricing Model, the market risk premium is estimated over a long period of time because: 

       more data is always better than less.

       a longer holding period gives a more reliable estimate because it is, in effect, a larger sample size.

       almost all investors hold stocks for many years, so it matches their investment horizon.

       historical returns are the best indicators of future returns.

Which of the following statements regarding the cost of preferred stock is true?

       It is typically found by solving for an annuity’s discount rate.

       It is typically found by solving for an annuity due’s discount rate.

       It is found similarly to a perpetuity’s discount rate but with irregular spacing of the dividends.

       It is typically found by solving for a perpetuity’s discount rate.

Beta is estimated as the slope of a regression line fit to pairs of periodic returns, (rx, ry), where: 

       rx is the return for a market index such as the S&P 500 Index.

       rx is the return for the stock being analyzed—for example, IBM’s return if we are estimating IBM’s beta.

       the slope measures the average return for the market portfolio for each percentage change in the value of the security of interest.

       ry is the return for the market index such as the S&P 500 Index.

We assume investors are risk averse, and therefore they: 

       are equally concerned with upside potential and downside risk.

       expect a higher return for bearing more risk.

       will pay more for an investment with higher risk.

       have very high required rates of return.

Weights used in calculating the WACC should: 

      sum to 1.00.

      always include Wd.

      be based on the book value of each source of financing.

      be calculated according to the price of each security—so if the price of a bond is $1,000, and the price of common stock is $50, then the weight of debt would be .20.

Total risk is measured by: 

      the standard deviation of returns.

      the firm’s beta.

      Moody’s, Standard & Poor’s, and Fitch ratings.

      the variability of EBIT.