Intro The following table shows historical beginning-of-year adjusted close prices for a stock and the S&P...
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Intro The following table shows historical beginning-of-year adjusted close prices for a stock and the S&P 500. 3+ decimals 1 2 3 4 5 Submit CO 7 8 9 10 Part 1 Attempt 1/3 for 10 pts. Calculate the annual returns and regress the returns on the stock on the returns on the S&P 500. What is the stock's beta, i.e., the slope coefficient of the regression? A В C Year Stock S&P 500 2014 35.36 572.73 2015 33.43 497.53 2016 32.8 434.57 2017 34.55 457.76 2018 32.25 382.81 2019 34.02 310.24 2020 31.72 268.92 2021 31.75 366.94 2022 32.63 420.32 Intro The following table shows historical beginning-of-year adjusted close prices for a stock and the S&P 500. 3+ decimals 1 2 3 4 5 Submit CO 7 8 9 10 Part 1 Attempt 1/3 for 10 pts. Calculate the annual returns and regress the returns on the stock on the returns on the S&P 500. What is the stock's beta, i.e., the slope coefficient of the regression? A В C Year Stock S&P 500 2014 35.36 572.73 2015 33.43 497.53 2016 32.8 434.57 2017 34.55 457.76 2018 32.25 382.81 2019 34.02 310.24 2020 31.72 268.92 2021 31.75 366.94 2022 32.63 420.32
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Solution C32 A 19 20 21 Year 22 23 24 25 26 27 28 29 30 31 32 33 34 B stock 2014 3536 ... View the full answer
Related Book For
Stats Data and Models
ISBN: 978-0321986498
4th edition
Authors: Richard D. De Veaux, Paul D. Velleman, David E. Bock
Posted Date:
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