Intro The following table shows historical beginning-of-year adjusted close prices for a stock and the S&P...
Fantastic news! We've Found the answer you've been seeking!
Question:
Transcribed Image Text:
Intro The following table shows historical beginning-of-year adjusted close prices for a stock and the S&P 500. 3+ decimals 1 2 3 4 5 Submit CO 7 8 9 10 Part 1 Attempt 1/3 for 10 pts. Calculate the annual returns and regress the returns on the stock on the returns on the S&P 500. What is the stock's beta, i.e., the slope coefficient of the regression? A В C Year Stock S&P 500 2014 35.36 572.73 2015 33.43 497.53 2016 32.8 434.57 2017 34.55 457.76 2018 32.25 382.81 2019 34.02 310.24 2020 31.72 268.92 2021 31.75 366.94 2022 32.63 420.32 Intro The following table shows historical beginning-of-year adjusted close prices for a stock and the S&P 500. 3+ decimals 1 2 3 4 5 Submit CO 7 8 9 10 Part 1 Attempt 1/3 for 10 pts. Calculate the annual returns and regress the returns on the stock on the returns on the S&P 500. What is the stock's beta, i.e., the slope coefficient of the regression? A В C Year Stock S&P 500 2014 35.36 572.73 2015 33.43 497.53 2016 32.8 434.57 2017 34.55 457.76 2018 32.25 382.81 2019 34.02 310.24 2020 31.72 268.92 2021 31.75 366.94 2022 32.63 420.32
Expert Answer:
Answer rating: 100% (QA)
Solution C32 A 19 20 21 Year 22 23 24 25 26 27 28 29 30 31 32 33 34 B stock 2014 3536 ... View the full answer
Related Book For
Stats Data and Models
ISBN: 978-0321986498
4th edition
Authors: Richard D. De Veaux, Paul D. Velleman, David E. Bock
Posted Date:
Students also viewed these economics questions
-
The following table shows the five scores from an Introductory Statistics course. Find a model for final sure to check the conditions for multiple regressions. 2 5 6 3 5 7 2 5 3 10 1 1 9 1 8 8 9 9 0...
-
The following table shows selected input quantities, total products, average products, and marginal products. Fill in as much of the table as you can: Labor, L Total product, Q APLMP 19 19 36 256 375...
-
The following table shows the number of bacteria colonies present in each of several petri dishes after E. coli bacteria were added to the dishes and they were incubated for 24 hours. The "soap"...
-
Suppose that the weight of a typical American male follows a normal distribution with = 180 lb and = 30 lb. Also, suppose 91.92% of all American males weigh more than I weigh. a. What fraction of...
-
Montgomery Stationerys bank statement contained a $260 NSF check that one of its customers had written to pay for supplies purchased. Required a. Show the effects of recognizing the NSF check on the...
-
In the United States, is there a gender gap in political beliefs? That is, do women and men tend to differ in their political thinking and voting behavior? The table taken from the 2018 GSS relates...
-
Analyze social class differences in the United States by relating income inequality, class mobility, and class subcultures.
-
1. In what ways is Oracle seeking to create value from its acquisitions? 2. Based upon the ways it is seeking to increase the value it creates, what is its corporate- level strategy? Oracle Corp.,...
-
Calculate the 90-day AUD/USD forward rate, for thecase that the current spot rate is AUD/USD 0.9425 and theinterest rate in the US is 4% and inAustralia 2%.
-
Erica and Bob participate in a friendly Hackathon that allows each to solve one question a day out of the three offered. There will be one easy, one medium and one hard question, with points awarded...
-
What is stored in numbers after execution of the following code? int numbers [ 3 ] ; for ( int i = 0 ; i < 3 ; i + + ) { numbers [ i ] = i * 5 ; numbers [ 2 ] = 1 0 0 ;
-
Tesla has a capital structure of $75 million debt, $228 million equity, and $303 million in assets. Last year, the company reported a net income of $67 million. What is Tesla's return on equity?...
-
Luthan Company uses a plantwide predetermined overhead rate of $ 2 2 . 6 0 per direct labor - hour. This predetermined rate was based on a cost formula that estimated $ 2 7 1 , 2 0 0 of total...
-
SportsWorld purchased equipment costing $10,000. The equipment has a residual value of $1,000, and an estimated useful life of 5 years or 36,000 shoes. Actual units produced during the year were...
-
Why was opening trade with China permanently different from other trade agreements? What were its positive and negative impacts on the US?
-
Consider the $1.90 per person per day as the relevant international poverty line and define an appropriate weekly poverty line. Compute the poverty severity index for this population of households....
-
Compare and contrast political science and politics differentiating between the similarities and differences. Why do you think it is important to understand political ideologies and how the political...
-
What are some of the various ways to implement an awareness program?
-
A company's old antacid formula provided relief for 70% of the people who used it. The company tests a new formula to see if it is better and gets a P-value of 0.27. Is it reasonable to conclude that...
-
Based on the Normal model N(100, 16) describing IQ scores, what percent of people's IQs would you expect to be a) Over 80? b) Under 90? c) Between 112 and 132?
-
Find the standard deviation of the number of children the couple in Exercise 13 may have. Exercise 13 A couple plans to have children until they get a girl, but they agree that they will not have...
-
Explain how objects interact by exchanging messages.
-
Describe the relationship between dynamic modeling, behavioral modeling, and structural modeling.
-
Comment on this statement: Dynamic modeling is about interaction.
Study smarter with the SolutionInn App