Question: Monthly excess return data are presented below for each of three stocks and the S&P index (corrected for dividends) for a 12-month period. Calculate the
Monthly excess return data are presented below for each of three stocks and the S&P index (corrected for dividends) for a 12-month period. Calculate the following quantities: Alpha for each stock Beta for each stock The standard deviation of the residuals from each regression The correlation coefficient between each security and the market The average return on the market The variance of the market
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