Question: . Perform these tasks in Microsoft Excel. ( a ) ( 5 marks ) Download data on the following tickers: GM ( firm ) ,

. Perform these tasks in Microsoft Excel.
(a)(5 marks) Download data on the following tickers: GM (firm), SPY (mar-
ket portfolio proxy), TNX (risk-free rate). Merge the data on date (hint:
Use VLOOKUP function in Excel).
(b)(5 marks) What is the estimated CAPM \beta . Report the regression output
in the Excel spreadsheet. Provide a screenshot of the regression output in
the report.
(c)(2 marks) Interpret the CAPM \beta .
2. Perform these tasks in Microsoft Excel.
(a)(5 marks) Download data on the following tickers: GM (firm), SPY (mar-
ket portfolio proxy), TNX (risk-free rate). Merge the data on date (hint:
Use VLOOKUP function in Excel).
(b)(5 marks) What is the estimated CAPM \beta . Report the regression output
in the Excel spreadsheet. Provide a screenshot of the regression output in
the report.
(c)(2 marks) Interpret the CAPM \beta .
2

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