Question: Based on your estimated regression model, what is the predicted value of the excess return on the portfolio of stocks when the excess return on

Based on your estimated regression model, what is the predicted value of the excess return on the portfolio of stocks when the excess return on the market portfolio is 2.1%. Show your calculations/working in your answer.

Estimated regression Model

0.9373 R-squared R2 corrected 0.9371, S2 corrected 112.578

Log Probability -15.8602

1729.89 F-statistic

F-statistic probability: 0.0000

Y is a dependent variable.

The least squares method

Typical: 1 10

10 observations are included.

Coefficient Standard Error T-Statistic Probability

C 112.5777 7.95845 14.1640 0.0000

constant 38.9759, 8.6369, and 336.3951 in 0.0000

date rp rm RF SMB HML MOM
Jan-85 8.97 8.64 0.65 3.3 -5.33 -6.82
Feb-85 1.58 1.8 0.58 0.8 -0.1 1.88
Mar-85 -0.37 -0.22 0.62 -1.07 4.07 1.58
Apr-85 -1.04 -0.24 0.72 0.15 3.72 3.04
May-85 5.87 5.75 0.66 -2.22 -0.94 3.99
Jun-85 1.97 1.82 0.55 0.56 0.47 3.57
Jul-85 0.12 -0.12 0.62 2.85 -1.6 -3.91
Aug-85 0.22 -0.47 0.55 -0.31 2.28 1.85
Sep-85 -3.53 -3.94 0.6 -1.59 1.29 1.51
Oct-85 5.13 4.67 0.65 -1.51 0.75 4.88
Nov-85 7.46 7.09 0.61 0.25 -2.84 -0.47
Dec-85 3.24 4.53 0.65 -0.51 -1.54 -0.23
Jan-86 1.96 1.21 0.56 1.21 0.44 3
Feb-86 8.15 7.66 0.53 -0.56 -0.77 2.76
Mar-86 5.57 5.48 0.6 -0.58 -0.37 2.41
Apr-86 -0.92 -0.79 0.52 2.78 -2.86 -0.36
May-86 5.16 5.11 0.49 -1.35 -0.21 2.05
Jun-86 0.82 1.55 0.52 -0.95 1.3 5.07
Jul-86 -6.21 -5.93 0.52 -3.36 4.7 1.85
Aug-86 8.02 6.53 0.46 -4.17 3.51 -5.28
Sep-86 -6.74 -8.15 0.45 2.36 3.22 -5.79
Oct-86 4.65 5.12 0.46 -2.5 -1.42 4.46
Nov-86 0.65 1.56 0.39 -1.91 -0.07 -0.26
Dec-86 -2.55 -2.78 0.49 0.13 0.36 0.35
Jan-87 11.80 12.89 0.42 -1.81 -3.16 2.2
Feb-87 5.86 4.82 0.43 3.49 -5.91 -2.07
Mar-87 1.00 2.11 0.47 0.45 1.61 1.68
Apr-87 -2.30 -1.67 0.44 -1.69 -0.39 0.22
May-87 -0.36 0.49 0.38 -0.5 0.23 -0.74
Jun-87 5.01 4.42 0.48 -2.12 1.04 -0.25
Jul-87 3.98 4.31 0.46 -0.66 0.73 2.66
Aug-87 4.21 3.99 0.47 -0.77 -0.95 -0.86
Sep-87 -2.03 -2.14 0.45 0.56 0.3 0.77
Oct-87 -23.62 -22.64 0.6 -8.4 4.23 -7.86
Nov-87 -5.65 -7.42 0.35 2.75 2.96 -1.17
Dec-87 8.38 7.2 0.39 0.12 -4.39 5.87
Jan-88 5.72 4.5 0.29 -0.76 4.95 -7.27
Feb-88 6.94 5.21 0.46 3.34 -1.69 -1.47
Mar-88 -1.01 -1.83 0.44 6.14 0.74 0.58
Apr-88 0.88 1.02 0.46 0.98 1.63 2.24
May-88 0.19 0.22 0.51 -2.61 2.42 0.63
Jun-88 7.04 5.28 0.49 2.1 -1.22 -2.93
Jul-88 -1.03 -0.74 0.51 -0.26 2.17 0.65
Aug-88 -1.76 -2.72 0.59 0.04 2.1 0.35
Sep-88 3.74 3.92 0.62 -1.3 -0.75 0.27
Oct-88 1.19 1.76 0.61 -2.92 1.69 1.33
Nov-88 -2.77 -1.72 0.57 -1.71 1.3 0.33
Dec-88 2.35 2.12 0.63 1.97 -1.61 0.49
Jan-89 5.66 6.65 0.55 -2.22 0.62 -0.16
Feb-89 -0.54 -1.64 0.61 2.82 0.93 0.99
Mar-89 2.08 2.24 0.67 0.67 0.54 3.51
Apr-89 4.85 5 0.67 -0.68 -1.4 1.77
May-89 3.90 4.14 0.79 -0.05 -0.87 1.52
Jun-89 -0.82 -0.64 0.71 -1.02 2.23 0.43
Jul-89 6.59 7.9 0.7 -4.16 -2.79 5.39
Aug-89 4.18 2.18 0.74 0.56 0.6 -0.12
Sep-89 -1.66 -0.11 0.65 0.32 -1.27 3.4
Oct-89 -5.38 -2.99 0.68 -3.24 -1.11 1.32
Nov-89 0.85 1.72 0.69 -1.24 -1.09 2.6
Dec-89 0.99 1.77 0.61 -2.37 0.16 2.8
Jan-90 -7.40 -7.28 0.57 -1.25 0.85 -3.27
Feb-90 2.04 1.68 0.57 0.97 0.64 -0.54
Mar-90 1.65 2.47 0.64 1.46 -2.92 1.8
Apr-90 -4.75 -2.67 0.69 -0.45 -2.59 2.39
May-90 8.49 9.1 0.68 -2.56 -3.83 3.03
Jun-90 -2.09 -0.46 0.63 1.36 -1.93 2.4
Jul-90 -2.47 -1.22 0.68 -3.09 -0.04 6.14
Aug-90 -9.86 -9.49 0.66 -3.56 1.6 1.88
Sep-90 -7.61 -5.52 0.6 -3.67 0.61 5.78
Oct-90 -3.93 -1.24 0.68 -5.53 0 6.71
Nov-90 10.01 6.92 0.57 0.45 -2.97 -5.48
Dec-90 4.41 3.06 0.6 0.82 -1.63 0.29
Jan-91 6.64 5.21 0.52 3.83 -1.57 -6.45
Feb-91 8.64 7.67 0.48 3.99 -0.63 -4.61
Mar-91 2.27 3.09 0.44 3.9 -1.3 2.87
Apr-91 2.09 0.25 0.53 0.48 1.45 -2.36
May-91 5.28 4.12 0.47 -0.4 -0.49 -0.11
Jun-91 -4.84 -4.52 0.42 0.15 1.07 0.47
Jul-91 3.89 4.73 0.49 -0.91 -1.32 4.22
Aug-91 2.76 2.78 0.46 1.59 -0.78 1.57
Sep-91 -0.21 -1.13 0.46 1.64 -1.07 1.79
Oct-91 2.00 1.71 0.42 0.81 -0.46 3.06
Nov-91 -4.30 -3.8 0.39 -0.5 -1.88 1.14
Dec-91 8.72 11.22 0.38 -2.24 -4.18 8.19
Jan-92 1.44 -0.25 0.34 8.46 4.7 -2.49
Feb-92 2.57 1.37 0.28 0.87 6.47 -0.53
Mar-92 -1.39 -2.32 0.34 -1.04 3.55 -0.29
Apr-92 1.80 1.39 0.32 -6.06 4.32 -2.58
May-92 1.13 0.58 0.28 0.41 1.19 0.21
Jun-92 -1.94 -2.02 0.32 -3.07 3.25 -0.58
Jul-92 4.67 4.08 0.31 -0.51 -0.55 1.59
Aug-92 -2.29 -2.12 0.26 -0.14 -1.08 -0.51
Sep-92 1.70 1.45 0.26 0.49 -0.23 1.5
Oct-92 1.02 1.25 0.23 2.1 -1.98 2.48
Nov-92 4.05 4.36 0.23 3.79 -1.42 -0.15
Dec-92 3.45 1.81 0.28 1.67 2.65 4.32
Jan-93 2.41 1.16 0.23 1.85 5.95 4.84
Feb-93 2.45 0.34 0.22 -3.49 6.44 3.14
Mar-93 3.80 2.55 0.25 0.23 1.19 3.73
Apr-93 -1.24 -2.81 0.24 -0.68 2.48 0.38
May-93 2.48 3.11 0.22 2.08 -3.5 0.22
Jun-93 1.22 0.56 0.25 -0.26 2.72 4.55
Jul-93 0.95 -0.1 0.24 0.9 2.82 3.19
Aug-93 3.95 3.96 0.25 0.14 0.14 2.65
Sep-93 0.30 0.14 0.26 2.98 -0.35 3.37
Oct-93 -0.20 1.63 0.22 2.03 -2.78 -2.72
Nov-93 -2.37 -1.64 0.25 -1.13 -0.66 -4.73
Dec-93 3.59 1.88 0.23 1.2 0.27 2.36
Jan-94 3.76 3.12 0.25 0.51 1.28 0
Feb-94 -1.39 -2.34 0.21 2.8 -1.56 -0.3
Mar-94 -4.15 -4.51 0.27 -1.14 1.55 -1.27
Apr-94 1.55 0.95 0.27 -0.92 1.66 0.39
May-94 0.86 0.89 0.31 -2.12 0.7 -2.19
Jun-94 -1.30 -2.72 0.31 -0.4 1.67 -0.87
Jul-94 3.28 3.1 0.28 -1.76 0.57 0.1
Aug-94 3.79 4.38 0.37 1.43 -2.5 1.55
Sep-94 -2.53 -1.94 0.37 3.11 -1.84 1.31
Oct-94 0.97 1.72 0.38 -2.26 -1.63 1.49
Nov-94 -4.00 -3.67 0.37 0.31 -0.73 -0.18
Dec-94 1.26 1.3 0.44 0.19 -0.09 3.48
Jan-95 1.94 2.22 0.42 -3.44 2.51 -1.81
Feb-95 4.37 4.03 0.4 -0.66 1.09 -0.39
Mar-95 2.29 2.65 0.46 -0.21 -2.08 0.43
Apr-95 2.04 2.55 0.44 -0.49 1.7 1.79
May-95 3.19 3.44 0.54 -2.52 2.27 -0.42
Jun-95 2.58 3.19 0.47 3.15 -2.54 2.93
Jul-95 4.26 4.17 0.45 2.06 -1.59 2.57
Aug-95 1.41 1.02 0.47 1.36 2.81 0.16
Sep-95 2.32 3.78 0.43 -2.2 -0.05 2.91
Oct-95 -2.06 -1.05 0.47 -3.8 -0.51 4.16
Nov-95 4.60 4.38 0.42 -1.11 0.58 -0.68
Dec-95 1.32 1.52 0.49 0.72 0.18 2.52
Jan-96 2.09 2.69 0.43 -2.73 0.4 0.54
Feb-96 1.56 1.72 0.39 1.78 -1.07 0.59
Mar-96 2.36 1.12 0.39 1.51 0.36 -1.84
Apr-96 3.01 2.52 0.46 5.22 -4.05 -0.88
May-96 1.19 2.78 0.42 3.18 -0.89 1.54
Jun-96 -0.79 -0.74 0.4 -3.99 2.38 0.98
Jul-96 -5.17 -5.52 0.45 -4.31 5.14 -0.17
Aug-96 4.96 3.18 0.41 2.46 -0.74 0.01
Sep-96 3.74 5.45 0.44 -0.98 -2.7 2.7
Oct-96 1.85 1.28 0.42 -4.44 4.94 3.79
Nov-96 6.54 6.66 0.41 -4.05 1.39 -2.37
Dec-96 -0.55 -1.24 0.46 3.17 1.32 0.63
Jan-97 3.13 5.43 0.45 -1.93 -1.46 1.95
Feb-97 0.89 -0.1 0.39 -3.2 5.69 -2.13
Mar-97 -2.96 -4.59 0.43 -0.35 3.4 0.9
Apr-97 2.89 4.47 0.43 -5.78 0.07 4.86
May-97 6.67 7.23 0.49 5.19 -4.12 -5.17
Jun-97 4.21 4.47 0.37 1.24 1.59 2.6
Jul-97 7.66 7.76 0.43 -2.73 0.29 3.79
Aug-97 -0.66 -3.74 0.41 7.31 1.2 -2.56
Sep-97 6.09 5.79 0.44 2.53 0.38 1.47
Oct-97 -3.61 -3.38 0.42 -0.77 2.25 -0.57
Nov-97 2.65 3.37 0.39 -5.13 1.19 0.33
Dec-97 3.09 1.8 0.48 -2.47 3.86 3.98
Jan-98 -1.71 0.58 0.43 -1.06 -1.59 0.14
Feb-98 7.58 7.43 0.39 0.34 -0.85 -1.12
Mar-98 4.61 5.15 0.39 -1.11 1.41 2.15
Apr-98 0.43 1.16 0.43 0.02 0.9 0.74
May-98 -3.71 -2.67 0.4 -3.35 3.4 1.82
Jun-98 -0.60 3.59 0.41 -3.23 -1.96 7.28
Jul-98 -5.61 -2.06 0.4 -4.91 -1.76 3.74
Aug-98 -17.90 -15.65 0.43 -5.68 3.6 1.84
Sep-98 5.94 6.61 0.46 0.1 -3.37 -0.81
Oct-98 7.94 7.45 0.32 -3.12 -2.29 -5.37
Nov-98 4.13 6.41 0.31 1.2 -3.23 1.2
Dec-98 3.12 6.54 0.38 -0.51 -4.18 8.91
Jan-99 -1.97 3.85 0.35 0.78 -4.62 3.03
Feb-99 -3.36 -3.73 0.35 -6.06 1.88 -0.1
Mar-99 2.76 3.88 0.43 -3.77 -2.77 -1.27
Apr-99 10.46 4.7 0.37 3.95 2.41 -9.04
May-99 1.73 -2.12 0.34 3.37 2.3 -5.19
Jun-99 1.79 5.17 0.4 3.14 -3.26 5.06
Jul-99 -2.13 -3.11 0.38 2.6 -0.42 1.66
Aug-99 -4.38 -0.99 0.39 -0.94 -1.84 3.12
Sep-99 -4.11 -2.4 0.39 3.44 -3.48 6.48
Oct-99 2.59 6.51 0.39 -6.61 -3.37 5.5
Nov-99 -1.58 3.73 0.36 7.22 -6.16 5.64
Dec-99 1.09 8.16 0.44 6.99 -8.32 13.22
Jan-00 -4.67 -4.33 0.41 5.79 -1.89 1.92
Feb-00 -5.47 2.88 0.43 21.48 -9.81 18.2
Mar-00 13.75 5.67 0.47 -17.29 8.23 -6.83
Apr-00 1.51 -5.94 0.46 -6.63 7.25 -8.39
May-00 1.15 -3.92 0.5 -6.11 4.83 -8.98
Jun-00 -3.87 5.04 0.4 12.8 -8.41 16.61
Jul-00 3.27 -2.03 0.48 -3.08 8.33 -0.1
Aug-00 7.26 7.53 0.5 -0.63 -1.37 5.73
Sep-00 -0.21 -4.94 0.51 -1.73 7.17 1.97
Oct-00 0.76 -2.2 0.56 -3.93 5.64 -4.48
Nov-00 -1.74 -10.21 0.51 -3.39 12.34 -2.32
Dec-00 10.59 1.69 0.5 0.73 7.6 6.74
Jan-01 2.36 3.67 0.54 6.68 -5.11 -25.3
Feb-01 -1.04 -9.67 0.38 -0.74 12.48 12.57
Mar-01 -3.55 -6.84 0.42 0.27 6.43 8.55
Apr-01 7.43 8.33 0.39 0.56 -4.69 -7.9
May-01 2.98 1.04 0.32 2.5 3.36 2.21
Jun-01 -1.48 -1.66 0.28 6.27 -1.13 0.38
Jul-01 -1.20 -1.83 0.3 -4.19 5.21 5.58
Aug-01 -2.75 -6.15 0.31 2.48 2.3 5.53
Sep-01 -11.42 -8.97 0.28 -6.25 1.46 11.48
Oct-01 4.31 2.68 0.22 7.49 -7.66 -8.47
Nov-01 7.75 7.71 0.17 -0.47 2.22 -8.69
Dec-01 5.62 1.75 0.15 4.73 0.85 0.07
Jan-02 -0.83 -1.3 0.14 1.19 3.44 3.75
Feb-02 -0.35 -2.16 0.13 -1 2.16 6.82
Mar-02 6.87 4.37 0.13 4.21 1.06 -1.64
Apr-02 -1.77 -5.05 0.15 5.96 3.88 7.63
May-02 -1.96 -1.24 0.14 -3.21 1.53 3.16
Jun-02 -6.93 -7.08 0.13 4.28 -0.03 6.03
Jul-02 -9.36 -8.03 0.15 -5.26 -3.87 3.74
Aug-02 1.31 0.64 0.14 -2.87 3.31 1.9
Sep-02 -10.50 -10.21 0.14 2.43 1.44 9.13
Oct-02 4.62 7.98 0.14 -3.41 -3.95 -5.58
Nov-02 8.68 6.08 0.12 3.23 -1.27 -16.33
Dec-02 -3.46 -5.65 0.11 0.11 2.13 9.64
Jan-03 -2.64 -2.47 0.1 1.3 -0.73 1.55
Feb-03 -2.43 -1.79 0.09 -0.46 -1.38 1.17
Mar-03 0.90 1.19 0.1 1.04 -1.93 1.48
Apr-03 9.72 8.32 0.1 0.67 1.17 -9.33
May-03 9.74 6.14 0.09 4.71 0.53 -10.7
Jun-03 0.58 1.52 0.1 1.74 0.19 -1
Jul-03 2.60 2.42 0.07 5.11 -1.19 -0.32
Aug-03 3.60 2.41 0.07 2.62 1.54 -0.62
Sep-03 -1.04 -1.16 0.08 0.8 0.1 -0.19
Oct-03 6.87 6.15 0.07 2.63 1.92 3.99
Nov-03 2.72 1.42 0.07 2 1.81 1.46
Dec-03 4.34 4.37 0.08 -2.71 1.6 -5.57
Jan-04 2.25 2.22 0.07 2.54 2.46 2.58
Feb-04 3.04 1.46 0.06 -1.52 0.87 -1.14
Mar-04 -0.54 -1.23 0.09 1.75 0.23 0.17
Apr-04 -3.49 -1.75 0.08 -1.74 -3.02 -5.38
May-04 1.92 1.23 0.06 -0.25 -0.23 1.5
Jun-04 2.55 1.94 0.08 2.28 1.23 2.05
Jul-04 -3.44 -3.96 0.1 -3.8 3.22 -2.28
Aug-04 0.60 0.19 0.11 -1.49 1 -1.59
Sep-04 3.61 1.71 0.11 3.02 -0.02 5.49
Oct-04 2.26 1.54 0.11 0.15 -0.25 -1.38
Nov-04 6.90 4.69 0.15 3.73 1.45 3.16
Dec-04 3.91 3.59 0.16 -0.03 -0.21 -2.87
Jan-05 -2.41 -2.6 0.16 -1.72 2.07 3.05
Feb-05 2.73 2.05 0.16 -0.57 1.54 3.37
Mar-05 -1.31 -1.76 0.21 -1.4 2.05 0.41
Apr-05 -3.42 -2.4 0.21 -3.93 0.05 -0.69
May-05 4.96 3.89 0.24 2.88 -0.59 0.45
Jun-05 2.83 0.8 0.23 2.59 2.81 2.05
Jul-05 5.07 4.16 0.24 2.9 -0.78 0.06
Aug-05 -0.74 -0.92 0.3 -0.98 1.34 2.08
Sep-05 1.35 0.78 0.29 -0.67 0.69 3.43
Oct-05 -2.71 -1.75 0.27 -1.23 0.41 -1.39
Nov-05 4.34 3.92 0.31 0.99 -1.2 0.35
Dec-05 1.27 0.07 0.32 -0.41 0.22 0.77
Jan-06 4.44 3.39 0.35 5.42 1.09 2.53
Feb-06 0.28 0.04 0.34 -0.4 -0.37 -1.84
Mar-06 1.75 1.83 0.37 3.45 0.55 1.26
Apr-06 1.17 1.09 0.36 -1.43 2.34 0.61
May-06 -2.89 -3.14 0.43 -2.98 2.39 -3.7
Jun-06 -0.81 0.05 0.4 -0.38 0.8 1.54
Jul-06 -1.63 -0.38 0.4 -3.99 2.62 -2.13
Aug-06 1.74 2.45 0.42 1.01 -2.04 -3.38
Sep-06 1.60 2.25 0.41 -1.34 0.06 -0.96
Oct-06 3.72 3.64 0.41 1.72 -0.26 -0.2
Nov-06 3.10 2.13 0.42 0.72 0.11 -1.03
Dec-06 0.86 1.27 0.4 -1.13 2.71 0.79
Jan-07 2.91 1.84 0.44 0.14 -0.7 0.24
Feb-07 0.55 -1.58 0.38 1.18 -0.12 -1.35
Mar-07 1.42 1.11 0.43 0.15 -0.94 2.56
Apr-07 3.86 3.93 0.44 -2.17 -1.43 -0.24
May-07 4.09 3.65 0.41 0.23 -0.62 -0.34
Jun-07 -1.52 -1.56 0.4 0.76 -1.07 0.51
Jul-07 -4.18 -3.33 0.4 -2.61 -3.73 2.94
Aug-07 0.25 1.34 0.42 -0.14 -1.89 0.1
Sep-07 2.21 3.54 0.32 -2.22 -2.23 4.63
Oct-07 2.47 2.12 0.32 0.12 -3.11 5.02
Nov-07 -5.75 -4.49 0.34 -2.93 -0.94 0.99
Dec-07 -1.13 -0.6 0.27 0.16 -0.52 6.63
Jan-08 -4.29 -6.15 0.21 -0.98 4.01 -7.75
Feb-08 -2.63 -2.96 0.13 -0.41 -0.84 6.1
Mar-08 -2.18 -0.76 0.17 0.77 0.35 4.27
Apr-08 7.04 4.78 0.18 -1.72 -1.09 -0.31
May-08 3.37 2.04 0.18 2.95 -1.53 3.31
Jun-08 -10.24 -8.27 0.17 1.24 -2.7 12.75
Jul-08 -2.17 -0.62 0.15 2.56 5.27 -5.07
Aug-08 1.66 1.66 0.13 3.5 1.48 -4.03
Sep-08 -12.27 -9.09 0.15 -1.24 5.9 0.28
Oct-08 -22.47 -17.15 0.08 -2.52 -2.22 7.85
Nov-08 -9.36 -7.83 0.03 -2.87 -6.3 7.17
Dec-08 3.24 1.74 0 3.49 0.07 -5.09
Jan-09 -6.74 -8.12 0 0.18 -11.11 -2.18
Feb-09 -13.04 -10.09 0.01 0.13 -6.91 4.41
Mar-09 10.37 8.97 0.02 0 3.34 -11.87
Apr-09 21.04 10.19 0.01 5.28 5.26 -34.3
May-09 6.70 5.21 0 -2.52 0.37 -12.49
Jun-09 -1.50 0.44 0.01 2.66 -2.72 5.48
Jul-09 9.55 7.73 0.01 1.87 4.84 -5.58
Aug-09 3.68 3.34 0.01 -1.08 7.63 -9.07
Sep-09 6.15 4.09 0.01 2.43 1.04 -4.79
Oct-09 -3.87 -2.59 0 -4.34 -4.2 2.61
Nov-09 4.59 5.56 0 -2.39 -0.33 0.3
Dec-09 5.78 2.76 0.01 6.04 -0.17 3.02
Jan-10 -3.21 -3.36 0 0.4 0.43 -5.4
Feb-10 4.40 3.4 0 1.19 3.22 3.74
Mar-10 7.16 6.32 0.01 1.48 2.21 3.76
Apr-10 3.59 2.01 0.01 4.87 2.89 3.16
May-10 -7.89 -7.88 0.01 0.09 -2.44 -0.25
Jun-10 -6.50 -5.56 0.01 -1.81 -4.7 -2.76
Jul-10 7.51 6.94 0.01 0.24 -0.3 1.83
Aug-10 -5.13 -4.76 0.01 -2.95 -1.96 -0.06
Sep-10 10.76 9.55 0.01 3.96 -3.17 1.41
Oct-10 4.07 3.89 0.01 1.21 -2.49 1.58
Nov-10 1.96 0.61 0.01 3.77 -0.88 2.66
Dec-10 7.49 6.83 0.01 0.67 3.78 -3.03
Jan-11 2.68 2 0.01 -2.44 0.77 -0.29
Feb-11 4.39 3.5 0.01 1.47 1.24 1.99
Mar-11 2.13 0.47 0.01 2.56 -1.88 3.4
Apr-11 3.01 2.9 0 -0.32 -2.48 0.04
May-11 -1.42 -1.27 0 -0.65 -2 -0.62
Jun-11 -1.99 -1.75 0 -0.14 -0.38 1.78
Jul-11 -3.43 -2.35 0 -1.29 -0.91 0.16
Aug-11 -7.48 -5.98 0.01 -3.07 -2.4 -0.28
Sep-11 -10.88 -7.59 0 -3.33 -1.75 -2.42
Oct-11 15.13 11.35 0 3.3 0.12 -1.43
Nov-11 0.76 -0.28 0 -0.17 -0.46 3.85
Dec-11 0.55 0.74 0 -0.6 1.61 1.81
Jan-12 6.15 5.05 0 2.06 -0.94 -7.93
Feb-12 4.40 4.42 0 -1.86 0.43 -0.29
Mar-12 0.65 3.11 0 -0.66 1.12 1.3
Apr-12 -0.74 -0.85 0 -0.41 -0.77 3.75
May-12 -7.59 -6.18 0.01 0.09 -1.06 6.49
Jun-12 2.75 3.89 0 0.64 0.59 -1.06
Jul-12 0.37 0.79 0 -2.72 -0.12 3.02
Aug-12 3.17 2.56 0.01 0.48 1.3 -2.37
Sep-12 2.41 2.74 0.01 0.54 1.58 -1.14
Oct-12 -0.59 -1.75 0.01 -1.17 3.56 0.14
Nov-12 1.44 0.79 0.01 0.61 -0.83 0.49
Dec-12 2.65 1.19 0.01 1.52 3.53 -2.86
Jan-13 6.63 5.57 0 0.31 0.95 -1.79
Feb-13 1.46 1.29 0 -0.33 0.1 1.29
Mar-13 4.48 4.03 0 0.83 -0.23 1.92
Apr-13 0.67 1.55 0 -2.36 0.5 0.22
May-13 2.76 2.8 0 1.72 2.67 -2.02
Jun-13 -1.36 -1.2 0 1.32 0.05 0.52
Jul-13 5.91 5.65 0 1.87 0.57 1.75
Aug-13 -2.52 -2.71 0 0.26 -2.68 0.02
Sep-13 4.62 3.77 0 2.9 -1.23 3.07
Oct-13 3.99 4.18 0 -1.56 1.26 0.08
Nov-13 1.54 3.13 0 1.29 0.28 0.44
Dec-13 3.25 2.81 0 -0.46 -0.01 0.02
Jan-14 -2.20 -3.32 0 0.92 -2.02 1.71
Feb-14 5.10 4.65 0 0.37 -0.31 2.07
Mar-14 0.93 0.43 0 -1.87 4.92 -3.29
Apr-14 0.29 -0.19 0 -4.2 1.14 -3.89
May-14 1.65 2.06 0 -1.89 -0.13 0.88
Jun-14 3.75 2.61 0 3.09 -0.69 0.69
Jul-14 -3.37 -2.04 0 -4.28 0.02 -0.14
Aug-14 4.19 4.24 0 0.39 -0.44 0.82
Sep-14 -4.14 -1.97 0 -3.72 -1.35 0.5
Oct-14 2.49 2.52 0 4.22 -1.83 -0.06
Nov-14 1.76 2.55 0 -2.05 -3.09 0.68
Dec-14 0.07 -0.06 0 2.5 2.27 1.12
Jan-15 -2.83 -3.11 0 -0.54 -3.61 3.85
Feb-15 7.36 6.14 0 0.61 -1.87 -2.79
Mar-15 -0.28 -1.12 0 3.07 -0.41 2.74
Apr-15 0.75 0.59 0 -3.04 1.83 -7.27
May-15 1.50 1.36 0 0.92 -1.13 5.83
Jun-15 -2.24 -1.53 0 2.9 -0.78 3.02
Jul-15 -0.81 1.54 0 -4.2 -4.07 10.06
Aug-15 -4.46 -6.04 0 0.36 2.8 -2.09
Sep-15 -4.57 -3.07 0 -2.63 0.58 5.24
Oct-15 7.07 7.75 0 -1.86 -0.45 -3.27
Nov-15 -0.54 0.56 0 3.6 -0.39 2.28
Dec-15 -4.08 -2.16 0.01 -2.81 -2.59 3.36
Jan-16 -5.86 -5.76 0.01 -3.39 2.07 1.39
Feb-16 1.70 -0.06 0.02 0.81 -0.58 -4.27
Mar-16 9.13 6.98 0.02 0.75 1.1 -5.04
Apr-16 2.40 0.93 0.01 0.68 3.19 -6.08
May-16 0.91 1.79 0.01 -0.19 -1.65 1.37
Jun-16 -0.58 -0.03 0.02 0.58 -1.45 4.14
Jul-16 3.63 3.97 0.02 2.51 -1.29 -3.32
Aug-16 0.62 0.52 0.02 1.17 3.11 -3.49
Sep-16 0.88 0.27 0.02 2.13 -1.21 0.15
Oct-16 -1.89 -2 0.02 -4.41 4.12 0.6
Nov-16 6.99 4.87 0.01 5.67 8.21 -4.63
Dec-16 1.42 1.85 0.03 0.09 3.6 -0.25
Jan-17 1.99 1.98 0.04 -1.13 -2.74 -0.94
Feb-17 2.07 3.61 0.04 -2.04 -1.67 -1.6
Mar-17 -0.06 0.2 0.03 1.13 -3.33 -1.03
Apr-17 0.83 1.14 0.05 0.72 -2.13 0.48
May-17 -0.49 1.12 0.06 -2.52 -3.75 1.5
Jun-17 1.61 0.84 0.06 2.23 1.49 -0.09
Jul-17 1.43 1.94 0.07 -1.46 -0.22 1.62
Aug-17 -0.63 0.25 0.09 -1.65 -2.07 3.29
Sep-17 4.16 2.6 0.09 4.45 3.09 -1.32
Oct-17 1.47 2.34 0.09 -1.93 0.22 4.28
Nov-17 3.71 3.2 0.08 -0.56 -0.05 -0.87
Dec-17 0.81 1.15 0.09 -1.32 0.03 -1.55
Jan-18 4.30 5.69 0.11 -3.18 -1.36 4.05
Feb-18 -4.42 -3.54 0.11 0.26 -1.03 3.56
Mar-18 -0.57 -2.23 0.12 4.06 -0.23 -1.13
Apr-18 0.03 0.43 0.14 1.1 0.48 0.36
May-18 2.04 2.79 0.14 5.31 -3.13 3.87
Jun-18 0.71 0.62 0.14 1.13 -2.33 -2.33
Jul-18 3.01 3.35 0.16 -2.25 0.45 -1.43
Aug-18 1.82 3.6 0.16 1.14 -3.98 5.28
Sep-18 -1.03 0.21 0.15 -2.3 -1.7 0.03
Oct-18 -7.17 -7.49 0.19 -4.82 3.43 -2.06
Nov-18 2.24 1.87 0.18 -0.68 0.26 -1.41
Dec-18 -10.34 -9.36 0.19 -2.42 -1.9 2.12
Jan-19 10.72 8.62 0.21 2.9 -0.44 -8.65
Feb-19 3.58 3.58 0.18 2.04 -2.68 0.85
Mar-19 -0.47 1.29 0.19 -2.98 -4.05 2.16
Apr-19 4.50 4.17 0.21 -1.74 2.17 -2.96
May-19 -7.68 -6.73 0.21 -1.34 -2.37 7.56
Jun-19 8.13 7.11 0.18 0.25 -0.71 -2.23
Jul-19 1.08 1.38 0.19 -1.94 0.42 2.9
Aug-19 -4.39 -2.42 0.16 -2.32 -4.95 7.47
Sep-19 4.21 1.61 0.18 -0.97 6.83 -6.81
Oct-19 0.77 2.21 0.15 0.28 -1.93 0.19
Nov-19 3.48 3.99 0.12 0.8 -2.02 -2.63
Dec-19 3.33 2.91 0.14 0.72 1.79 -1.88
Jan-20 -2.18 0.02 0.13 -3.13 -6.24 6.03
Feb-20 -10.37 -8.01 0.12 1.03 -3.79 -0.36
Mar-20 -21.51 -13.26 0.12 -4.89 -14.02 8.16
Apr-20 15.46 13.65 0 2.47 -1.18 -5.39
May-20 4.82 5.59 0.01 2.45 -4.8 0.35
Jun-20 1.09 2.47 0.01 2.69 -2.04 -0.78
Jul-20 4.53 5.78 0.01 -2.28 -1.53 7.63
Aug-20 3.68 7.64 0.01 -0.26 -2.92 0.41
Sep-20 -3.33 -3.62 0.01 0.02 -2.62 3.18
Oct-20 1.71 -2.09 0.01 4.41 4.16 -3.1
Nov-20 15.58 12.48 0.01 5.65 2.13 -12.45
Dec-20 5.47 4.64 0.01 4.82 -1.43 -2.26
Jan-21 1.27 -0.03 0 7.12 2.99 4.52
Feb-21 7.44 2.78 0 2.03 7.18 -7.93
Mar-21 5.90 3.08 0 -2.41 7.41 -6.11
Apr-21 4.25 4.93 0 -3.11 -0.93 1.14
May-21 1.31 0.29 0 -0.28 7.04 0.88
Jun-21 -1.28 2.75 0 1.8 -7.76 2.24
Jul-21 -0.30 1.27 0 -3.96 -1.75 -2.29
Aug-21 1.81 2.9 0 -0.48 -0.13 2.52
Sep-21 -3.50 -4.37 0 0.8 5.09 1.57

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Q:

Based on your estimated regression model, what is the predicted value of the excess return on the portfolio of stocks when the excess return on the market portfolio is 2.1%. Show your...

Q:

4) [5 marks] Based on your estimated regression model, what is the predicted value of the excess return on the portfolio of stocks when the excess return on the market portfolio is -3%. Show your...

Q:

I would like someone to help me to write up with impression and thoughts in half page or more for this article please please do not summarize it Financial Analysts Journal Volume 68 Number 6 2012 CFA...

Q:

Task This case is an application of a valuation method, the dividend discount model, for PepsiCo. In this case, students will learn how to use a company's dividend estimates in the coming years to...

Q:

ID 20 pts Jenny is interested in purchasing a portfolio of stocks based upon advice from one of her usually well-informed university friends who claims to have special insight into the very positive...

Q:

Catastrophic Events and Retroactive Liability Insurance: The Case of the MGM Grand Fire Stephen P. Baginski Richard B. Corbett William R. Ortega* This study examines the capital market response to...

Q:

Question 3: The Fama-French Multifactor Model and Mutual Fund Returns Dawn Browne, an investment broker, has been approached by client Jack Thomas about the risk of his investments. Dawn has recently...

Q:

Hello, B U VVA E v v % 9 00 -20 E29 X V fx A B C D E F G H 1 SUMMARY OUTPUT W N Regression Statistics 4 Multiple R 0,878417396 5 R Square 0,771617122 6 Adjusted R Square 0,754049208 7 Standard Error...

Q:

Help me with this question please. It is a Mini Case from the book of Ross Corporate Finance 9th edition. Can you please address my previously posted question? In question two are the data and all...

Q:

Consider the following term and YTM of 5 hypothetical Treasury securities with a par value of 100 Ksh. Term Coupon rate YTM price 0.5 0 0.080 96.15 1 0.0 0.083 92.19 1.5 0.085 0.089 99.45 2 0.09...

Q:

A new engineering graduate who started a consulting business borrowed money for 1 year to furnish the office. The amount of the loan was $23,800, and it had an interest rate of 10% per year. However,...

Q:

The Fibrous Tunic Of The Eye: Consists Of The Anterior Comes And The Posterior Sclera Is Highly Vascular Consists Of The White, Opaque Cornea And The Transparent Colorless Sclera. Is Composed...

Q:

When are cash values that remain within a life insurance policy subject to income tax

Q:

One way to maintain a professional business environment is to pad negative messages in gentle euphemisms; people would rather hear that the budget line had a negative turn or the department was going