Question: For Questions 1,2 & 3 use the provided data-set(factors.csv)to construct three factor regression models for AAPL, BA, and M. USING R Date: 01-02-2020 ~ 04/30/2020
For Questions 1,2 & 3 use the provided data-set(factors.csv)to construct three factor regression models for AAPL, BA, and M. USING R
Date: 01-02-2020 ~ 04/30/2020 (must convert to date form)
Mkt-RF: The daily return factor attributed to the market (Mkt return - RF)
SMB: The daily return factor attributed to the size factor
HML: The daily return factor attributed to the value factor
RF: The daily risk-free rate
AAPL: The daily arithmetic return for Apple Stock
BA: The daily arithmetic return for Boeing Stock
M: The daily arithmetic return of Macy's Stock
Use the output of these three factor models to answer the following:
APPLE :
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