Question: I need help on how to code the sample period for this dataset in R Link to CSV: https://www.dropbox.com/s/vqil143rbd2b55m/UPS_KO.csv?dl=0 Use the data setUPS_KO.csv(Links to an

I need help on how to code the sample period for this dataset in R

Link to CSV: https://www.dropbox.com/s/vqil143rbd2b55m/UPS_KO.csv?dl=0

Use the data setUPS_KO.csv(Links to an external site.)

file to answer the following questions:

  • Date: This column represents date from 09/2014 to 08/2019.
  • Mkt_RF: This column represents market premium (i.e., Market return -risk_free rate).
  • SMB: This column represents the value of the size factor.
  • HML: This column represents the value of the value factor.
  • RF: This column represents risk free rate.
  • UPS: This column represents the return of UPS.
  • KO: This column represents the return of KO.

Sample Period : 04/2015 to 11/2018 (Inclusive)

Estimate a three-factor model by regressing return in excess of the risk free rate on Mkt_rf; SMB; and HML for both UPS and KO for the sample period.

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