Question: In the earlier data case for this chapter, you relied on the beta estimate for Walt Disney provided by Yahoo! Finance. You decide to dig
In the earlier data case for this chapter, you relied on the beta estimate for Walt Disney provided by Yahoo! Finance. You decide to dig deeper and estimate Disney's equity beta on your own. 1. Get the monthly adjusted closing prices for Disney and the S&p 500 from Yahoo! Finance (finance.yahoo.com) using the same time period and procedure as in the Chapter 10 Data Case. (The symbol for the S&P 500 in Yahoo! Finance is AGSPC.) 2. Get the one-month Eurodollar rate from the Federal Reserve Web site (www.federalreserve.gov/ releases/h15/data.htm).22 Click on Data Download Program ("DDP" on the top right of the screen). Click the Build Package button and make the following selections: 1. Series Type -Selected Interest Rates 2. Instrument-ED Eurodollar deposits (London) 3. Maturity-1-month 4. Frequency-Monthly In the earlier data case for this chapter, you relied on the beta estimate for Walt Disney provided by Yahoo! Finance. You decide to dig deeper and estimate Disney's equity beta on your own. 1. Get the monthly adjusted closing prices for Disney and the S&p 500 from Yahoo! Finance (finance.yahoo.com) using the same time period and procedure as in the Chapter 10 Data Case. (The symbol for the S&P 500 in Yahoo! Finance is AGSPC.) 2. Get the one-month Eurodollar rate from the Federal Reserve Web site (www.federalreserve.gov/ releases/h15/data.htm).22 Click on Data Download Program ("DDP" on the top right of the screen). Click the Build Package button and make the following selections: 1. Series Type -Selected Interest Rates 2. Instrument-ED Eurodollar deposits (London) 3. Maturity-1-month 4. Frequency-Monthly
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