Question: Homework 3 Use data FIN 5 0 9 5 3 5 Fall 2 0 2 4 . parquet and famafrench 5 factors.pkl . Only submit
Homework Use data FIN Fallparquet and famafrenchfactors.pkl Onlysubmit your py file, with your name in the file name DO NOT submit the data.Use print commands to clearly state what question you are answering and what isyour answer. Your code should take no more than a minute to run: points will bededucted for homeworks that take several minutes to run.RECALL: that excess returns have been led forward by one month in the parquet,whereas the Fama French factors are timed with the month the return was realized.Hence you need to shift forward the eom for excess returns by one month.QuestionsRecommend using pivota How many stocks have at least nonmissing observations? Report asan integerWork only with these stocks for the rest of the homeworkb What is the average number of nonmissing observations? Report withonly one decimal placec What is the median number of nonmissing observations Report as anintegerFor the remaining questions, estimate the CAPM by regressing each stocksexcess return on MktRF What is the minimum, median, and maximum R from these regressions? Reportwith decimal places What is the minimum, median, and maximum pvalue for the CAPM beta fromthese regressions? Report with decimal places What is the correlation between the F pvalue and the CAPM beta pvalue?Report with decimal places
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