Question: Problem 1.82 Refer to the weekly 2002 return data for GE listed in Table 1.20, Section 1.11. Use a statistical software package to: (a) Draw

Problem 1.82 Refer to the weekly 2002 return data for GE listed in Table 1.20, Section 1.11. Use a statistical software package to:

(a) Draw the scatter plot of GE returns (y) against the S&P returns (x) and compute the correlation coefficient. Compare this scatter plot to the one in Figure 1.18 and comment on the similarities and differences.

(b) Compute GE’s beta for the year 2002.

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