Question: 10 points Question 5 1 Now run a formal CAPM ( market model ) time-series regression for each of the 100 firms (

10 points Question 5 1 Now run a formal CAPM (

10 points Question 5 1 Now run a formal CAPM ( " market model " ) time-series regression for each of the 100 firms ( you can use the " LINEST " function in EXCEL to do so ) . Estimate* the market model over the entire sample period . Which stock has the largest beta estimate ? Insert the PERMNO of the stock with the largest Beta coefficient below

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