(a) Compute the monthly excess returns on the United States stock Exxon and the market excess returns....

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(a) Compute the monthly excess returns on the United States stock Exxon and the market excess returns.
(b) Compute the variances and covariances of the two excess returns. Interpret the statistics.
(c) Compute the Beta of Exxon and interpret the result.
(d) Repeat parts (a) to (c) for General Electric, Gold, IBM, Microsoft and Wal-Mart.

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Financial Econometric Modeling

ISBN: 9781633844605

1st Edition

Authors: Stan Hurn, Vance L. Martin, Jun Yu, Peter C.B. Phillips

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