Question: Copy & Paste the data in the table below into excel. Run a single-index model regression and match the items below. Month Market Return Stock
Copy & Paste the data in the table below into excel. Run a single-index model regression and match the items below. Month Market Return Stock Return Risk-free rate 1 0.0217 0.0308 0.0035 2 0.0187 0.0257 0.0015 3 -0.0158 -0.0227 0.0055 4 0.0144 0.1250 0.0005 5 0.0705 -0.0214 0.0035 6 -0.0635 -0.0771 0.0025 7 0.0405 0.0188 0.0035 8 0.0194 0.0447 0.0015 9 0.0321 0.0006 0.0055 10 0.0801 0.0774 0.0075 11 -0.0903 -0.0583 0.0015 12 0.0204 0.0175 0.0035
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