Hi tutor,

can you help me answer these question for my homework i have done half of it on excel below and these question i need help with.

• Calculate the mean, standard deviation, variance and correlation coefficient forandseparately (for two sub-period in a table-see next page) and comment on the result.

NOTE: i have already done the mean, standard deviation, variance and correlation coefficient in the excel below, just comment on the results pleases.

• Estimate betafor your selected company for the two sub-periods.

• Explain the value of beta that you have calculated.

• Provide a brief description of the selected company.

• Why the estimated value of beta is different for two sub-periods?

RESOURCE:

ALL ORDINARIES (^AORD)

https://au.finance.yahoo.com/quote/%5EAORD/history?period1=1538352000&period2=1632355200&interval=1mo&filter=history&frequency=1mo&includeAdjustedClose=true

Accent Group Limited (AX1.AX)

https://au.finance.yahoo.com/quote/AX1.AX/history?period1=1538352000&period2=1632268800&interval=1mo&filter=history&frequency=1mo&includeAdjustedClose=true

And below is an attachment of the excel that i did for Period 1: November 2018 to February 2020 and Period 2: April 2020 to July 2021.

Data AROD AX1 GROUP rm rj Rf rm-Rf rj-Rf Data AROD AX1 GROUP rm rj Rf rm-Rf rj-Rf Oct-18 5,749.30 1.0945 Mar-20 5,597.70 1.0938 Nov-18 5,709.40 1.0221 -0.6988 -7.0835 0.1921 -0.8910 -7.2756 Apr-20 5,872.20 1.2561 4.6746 12.9209 0.0117 4.6629 12.9093 Dec-18 5,937.30 1.1115 3.8384 8.0432 0.1954 3.6431 7.8478 May-20 6,001.30 1.2978 2.1512 3.2131 0.0108 2.1404 3.2023 Jan-19 6,252.70 1.3031 5.0442 14.7034 0.1954 4.8488 14.5080 Jun-20 6,058.30 1.2885 0.9409 -0.7218 0.0133 0.9275 -0.7351 Feb-19 6,261.70 1.2265 0.1437 -6.2454 0.1970 -0.0533 -6.4424 Jul-20 6,245.90 1.4739 3.0036 12.5789 0.0108 2.9927 12.5680 Mar-19 6,418.40 1.4164 2.4414 13.4072 0.1978 2.2436 13.2094 Aug-20 6,009.30 1.5249 -3.9372 3.3445 0.0083 -3.9456 3.3362 Apr-19 6,491.80 1.3024 1.1307 -8.7531 0.1962 0.9345 -8.9493 Sep-20 6, 133.20 1.5794 2.0202 3.4507 0.0092 2.0110 3.4415 May-19 6,699.20 1.2147 3.0959 -7.2199 0.1938 2.9021 -7.4136 Oct-20 6,742.10 2.0647 9.0313 23.5046 0.0083 9.0230 23.4963 Jun-19 6,896.70 1.3287 2.8637 8.5798 0.1791 2.6846 8.4008 Nov-20 6,850.60 2.1979 1.5838 6.0603 0.0075 1.5763 6.0528 Jul-19 6,698.20 1.4032 -2.9635 5.3093 0.1733 -3.1368 5.1360 Dec-20 6,870.90 2.2074 0.2954 0.4304 0.0075 0.2880 0.4229 Aug-19 6,800.60 1.4953 1.5057 6.1593 0.1611 1.3447 5.9982 Jan-21 6,940.60 2.0552 1.0042 -7.4056 0.0067 0.9976 -7.4123 Sep-19 6,772.90 1.3538 -0.4090 -10.4521 0.1562 -0.5651 -10.6082 Feb-21 7,017.00 2.1408 1.0888 3.9985 0.0033 1.0855 3.9952 Oct-19 6,948.00 1.5287 2.5201 11.4411 0.1365 2.3837 11.3046 Mar-21 7,290.70 2.8968 3.7541 26.0978 0.0025 3.7516 26.0953 Nov-19 6,802.40 1.6721 -2.1404 8.5760 0.1274 -2.2679 8.4486 Apr-21 7,406.70 2.7391 1.5661 -5.7574 0.0017 1.5645 5.7590 Dec-19 7, 121.20 1.5197 4.4768 -10.0283 0.1274 4.3493 -10.1557 May-21 7,585.00 2.749 2.3507 0.3601 0.0017 2.3490 0.3585 Jan-20 6,511.50 1.4793 -9.3634 -2.7310 0.1258 -9.4892 -2.8568 Jun-21 7,664.20 2.6899 1.0334 -2.1971 0.0033 1.0300 2.2004 Feb-20 5, 110.60 0.7038 -27.4117 -110.1876 0.1258 -27.5374 -110.3133 Jul-21 7,823.30 2.1184 2.0337 -26.9779 0.0042 2.0295 -26.9821 average -1.1629 -5.5726 average 2.0302 3.2993 stdev 7.8636 29.3305 stdev 2.6227 12.3589 variance 61.8363 860.2772 variance 6.8785 152.7421 correlation 0.8818 correlation 0.4975 beta 3.2891 beta 2.3443