# Question: Monthly return data are presented below for each of three

Monthly return data are presented below for each of three stocks and the S&P index (corrected for dividends) for a 12-month period. Calculate the following quantities:

- Alpha for each stock

- Beta for each stock

- The standard deviation of the residuals from each regression

- The correlation coefficient between each security and the market

- The average return on the market

- The variance of the market

- Alpha for each stock

- Beta for each stock

- The standard deviation of the residuals from each regression

- The correlation coefficient between each security and the market

- The average return on the market

- The variance of the market

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