Question: Beta Assignment Due at 11:59 p.m. on Monday, April 24 Download the BetaData.xlsx file from Blackboard. 1. Use the data in the Beta tab for
Beta Assignment Due at 11:59 p.m. on Monday, April 24 Download the BetaData.xlsx file from Blackboard. 1. Use the data in the "Beta" tab for this question. (a) Calculate the risk premiums for BTC, ETH, LTC, and SPY. Riskfree is the return on a 3-month Treasury Bill. Use SPY as the market return when estimating 3. (b) Estimate 3 for BTC, ETH, and LTC. You can use regression or create a scatterplot with a trend line. I recommend doing both to make sure you get the same results. i. BBTC = ii. BETH iii. BLTC= (c) Which cryptocurrency's risk premium is best explained by the market risk premium? Hint: look at the R2
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