Question: Problem 1.83 Refer to the weekly 2002 return data for PTTRX listed in Table 1.20, Section 1.11. Use a statistical software package to: (a) Draw

Problem 1.83 Refer to the weekly 2002 return data for PTTRX listed in Table 1.20, Section 1.11. Use a statistical software package to:

(a) Draw the scatter plot of PTTRX returns (y) against the S&P returns (x), and compute the correlation coefficient.

(b) Compute PTTRX’s beta for the year 2002. Problem 1.84 Refer to the weekly 2002 return data for BEARX listed in Table 1.20, Section 1.11. Use a statistical software package to:

(a) Draw the scatter plot of BEARX 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 BEARX’s beta for the year 2002.

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