Question: How do i caculate Beta. how do i input in excel Weights: 0.99 0.01 Risk Free Rate: 0.44% Date S&P 500 REYNOLDS HASBRO Portfolio 1
How do i caculate Beta. how do i input in excel
| Weights: | 0.99 | 0.01 | Risk Free Rate: | 0.44% | |
| Date | S&P 500 | REYNOLDS | HASBRO | Portfolio 1 | Portfolio 2 |
| 2-Jan | -1.70% | 6.13% | 1.66% | -1.62% | 0.02% |
| 2-Feb | -2.31% | 9.87% | -13.27% | -2.19% | -0.13% |
| 2-Mar | 4.37% | -1.37% | 10.55% | 4.31% | 0.11% |
| 2-Apr | -5.06% | 6.87% | 1.01% | -4.94% | 0.01% |
| 2-May | -1.19% | 2.17% | -4.26% | -1.16% | -0.04% |
| 2-Jun | -7.15% | -23.97% | -11.37% | -7.32% | -0.11% |
| 2-Jul | -8.23% | 1.64% | -9.66% | -8.13% | -0.10% |
| 2-Aug | 0.64% | 7.71% | 7.35% | 0.71% | 0.07% |
| 2-Sep | -10.14% | -31.48% | -15.36% | -10.35% | -0.15% |
| 2-Oct | 7.35% | 0.57% | -8.18% | 7.28% | -0.08% |
| 2-Nov | 5.96% | -4.81% | 25.44% | 5.85% | 0.25% |
| 2-Dec | -5.50% | 9.09% | -9.91% | -5.35% | -0.10% |
| 3-Jan | -2.46% | 0.59% | 3.90% | -2.43% | 0.04% |
| 3-Feb | -1.72% | -5.78% | 0.92% | -1.76% | 0.01% |
| 1. Expected Return: =average( | 0.57% | 1.87% | 1.18% | 0.59% | 0.58% |
| 2. Standard Deviation: =stdev.s( | 3.60% | 9.37% | 8.12% | 3.59% | 0.08% |
| 3. Beta: =slope(Y,X) | |||||
| 4. Required Rate of Return using CAPM: rS = rRF + (rM - rRF)b | |||||
| 5. Correlation: =correl( | 0.057924506 |
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