$16.$ Using the data in the attached Excel file, answer the following questions. You also need to submit your Excel worksheet with formula$/$summary out. Keep four digits after the decimal.

$1)$ The standard deviation of AMZN stock returns is$\_\_\_\_\_\_\_\_\_\_.$

$2)$ The standard deviation of market index return is $\_\_\_\_\_\_\_\_\_\_.$

$3)$ The covariance between AMZN stock returns and market index return is$\_\_\_\_\_\_\_.$

$4)$ The correlation coefficient between AMZN stock returns and market index return is$\_\_\_\_\_\_\_.$

$5)$ The beta of AMZN stock is$\_\_\_\_\_\_\_\_\_\_\_\_\_\_.$

$6)$ Based on your regression summary output, we need to determine the significance of AMZN stock beta. Write down the null hypothesis below.

$\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_$

$7)$ Is AMZN stock beta significant? Why?

$8)$ How much $\%$ of AMZN stock returns can be explained by the systematic risk? $\_\_\_\_\_\_\_\_\_\_\_\_\_\_.$

$9)$ How much $\%$ of AMZN stock returns can be explained by the non$-$systematic risk? $\_\_\_\_\_\_\_\_\_\_\_\_\_\_.$

$10)$ Now let$$s assume for a certain week in $2021,$ SP$500$ index increases from $3800\mathrm{.}50$ to $3890.$ Based on your previous answers, what is your estimated AMZN stock returns? Why?

Date AMZN Adj Close SP$500$ Adj Close AMZN MKT

$1/1/191629\mathrm{.}510012549\mathrm{.}689941$

$1/8/191617\mathrm{.}2099612582\mathrm{.}610107-0\mathrm{.}0075483110\mathrm{.}012911439$

$1/15/191696\mathrm{.}1999512670\mathrm{.}7099610\mathrm{.}0488433730\mathrm{.}034112719$

$1/22/191637\mathrm{.}8900152643\mathrm{.}850098-0\mathrm{.}034376806-0\mathrm{.}0100572$

$1/29/191633\mathrm{.}3100592724\mathrm{.}870117-0\mathrm{.}0027962540\mathrm{.}03064471$

$2/5/1915912709\mathrm{.}800049-0\mathrm{.}025904487-0\mathrm{.}005530564$

$2/12/191607\mathrm{.}9499512775\mathrm{.}6000980\mathrm{.}0106536460\mathrm{.}024282252$

$2/19/1916332796\mathrm{.}1101070\mathrm{.}0155788740\mathrm{.}007389396$

$2/26/191696\mathrm{.}1700442792\mathrm{.}8100590\mathrm{.}038683432-0\mathrm{.}001180228$

$3/5/191670\mathrm{.}6199952783\mathrm{.}300049-0\mathrm{.}015063377-0\mathrm{.}003405176$

$3/12/191742\mathrm{.}1500242832\mathrm{.}9399410\mathrm{.}0428164570\mathrm{.}017834905$

$3/19/191774\mathrm{.}260012798\mathrm{.}3601070\mathrm{.}01843124-0\mathrm{.}012206342$

$3/26/191814\mathrm{.}1899412867\mathrm{.}1899410\mathrm{.}0225051180\mathrm{.}024596489$

$4/2/191849\mathrm{.}8599852895\mathrm{.}770020\mathrm{.}0196616920\mathrm{.}009967975$

$4/9/191844\mathrm{.}8699952905\mathrm{.}580078-0\mathrm{.}0026974960\mathrm{.}00338772$

$4/16/191887\mathrm{.}3100592907\mathrm{.}9699710\mathrm{.}0230043660\mathrm{.}000822518$

$4/23/191938\mathrm{.}4300542943\mathrm{.}0300290\mathrm{.}0270861670\mathrm{.}012056541$

$4/30/191950\mathrm{.}5500492932\mathrm{.}4699710\mathrm{.}00625248-0\mathrm{.}003588158$

$5/7/191822\mathrm{.}6800542811\mathrm{.}870117-0\mathrm{.}065555865-0\mathrm{.}041125691$

$5/14/191858\mathrm{.}9699712840\mathrm{.}229980\mathrm{.}0199101960\mathrm{.}010085766$

$5/21/191823\mathrm{.}2800292826\mathrm{.}060059-0\mathrm{.}019198773-0\mathrm{.}004989005$

$5/28/191692\mathrm{.}6899412744\mathrm{.}449951-0\mathrm{.}071623714-0\mathrm{.}028877698$

$6/4/191860\mathrm{.}6300052886\mathrm{.}729980\mathrm{.}09921490\mathrm{.}051842822$

$6/11/191886\mathrm{.}0300292889\mathrm{.}6699220\mathrm{.}0136513030\mathrm{.}001018433$

$6/18/191913\mathrm{.}9000242945\mathrm{.}3500980\mathrm{.}0147770690\mathrm{.}019268698$

$6/25/191922\mathrm{.}1899412964\mathrm{.}3300780\mathrm{.}0043314260\mathrm{.}006444049$

$7/2/191952\mathrm{.}3199462975\mathrm{.}9499510\mathrm{.}0156748320\mathrm{.}003919898$

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