Given the following stock returns and market returns solve for beta. Rm (S&P 500) Month 1...
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Given the following stock returns and market returns solve for beta. Rm (S&P 500) Month 1 2 3 4 5 6 7 8 9 10 11 12 Ri 0.02 0.03 -0.01 -0.04 0.09 0.14 0.055 0.3 0.24 0.44 0.12 -0.14 0.01 0.02 -0.002 -0.01 0.04 0.15 0.025 0.1 0.2 0.25 0.03 -0.1 Given the following stock returns and market returns solve for beta. Rm (S&P 500) Month 1 2 3 4 5 6 7 8 9 10 11 12 Ri 0.02 0.03 -0.01 -0.04 0.09 0.14 0.055 0.3 0.24 0.44 0.12 -0.14 0.01 0.02 -0.002 -0.01 0.04 0.15 0.025 0.1 0.2 0.25 0.03 -0.1
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To solve for beta we need to use the following formula Beta CovRi Rm VarRm where CovRi Rm is the c... View the full answer
Related Book For
Understanding Basic Statistics
ISBN: 9781111827021
6th Edition
Authors: Charles Henry Brase, Corrinne Pellillo Brase
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