Question: 8. On the spreadsheet with this chapter you will find the following monthly data for Cisco's stock price and the S&P 500 index. Compute the

 8. On the spreadsheet with this chapter you will find the

8. On the spreadsheet with this chapter you will find the following monthly data for Cisco's stock price and the S&P 500 index. Compute the equation rcsco: = Oesco + Bescorsp, and include the R and t-statistics for the equation and its coefficients.22 A B CISCO (CSCO) AND S&P 500 PRICES July 2002 - June 2007 1 2 Date S&P 500 CSCO 3 3-Jul-02 911.62 13.19 4 1-Aug-02 916.07 13.82 5 3-Sep-02 815.28 10.48 6 1-Oct-02 885.76 11.18 7 1-Nov-02 936.31 14.92 8 2-Dec-02 879.82 13.10 9 2-Jan-03 855.70 13.37 10 3-Feb-03 841.15 13.98 11 3-Mar-03 848.18 12.98 12 1-Apr-03 916.92 15.00 13 1-May-03 963.59 16.41 14 2-Jun-03 974.50 16.79 15 1-Jul-03 990.31 19.49 16 1-Aug-03 1008.01 19.14 17 2-Sep-03 995.97 19.59 18 1-Oct-03 1050.71 20.93 19 3-Nov-03 1058.20 22.70 20 1-Dec-03 1111.92 24.23 21 2-Jan-04 1131.13 25.71 22 2-Feb-04 1144.94 23.16

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