Question: Part 2. Compute Returns and Risk Measures- Jake o Compute their monthly and annual returns, and other relevant measures of firm performance from class o

Part 2. Compute Returns and Risk Measures- Jake

o Compute their monthly and annual returns, and other relevant measures of firm performance from class

o Construct equal-weighted and size-weighted portfolio returns for the industry

o Extract a market-based measure of beta, and other risk measures feel to be relevant such as liquidity

Part 3. Estimate Model and Summarize Results-Jake

o Estimate the key parts of CAPM (capital asset pricing model) for each firm, including and

o Does the CAPM appear to work? If not, what do you think is the main driver of returns?

o If you could talk to the firms senior management, what information would you request to improve your analysis?

Present this data in a exel Sheet for Johnson & Johnson, Pfizer, and CVS from 10/01/2019-09/01/2021

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