Question: Please explain how to do #3 by hand WITHOUT USING EXCEL Use this data for problems 1-4. The monthly returns for securities A, B, C,

Please explain how to do #3 by hand WITHOUT USING EXCEL Please explain how to do #3 by hand WITHOUT USING EXCEL Use

Use this data for problems 1-4. The monthly returns for securities A, B, C, and the Market (S&P 500) are shown below. Month 1 2 3 4 5 A, % 14.03 -12.04 19.32 8.53 -7.49 B, % 25.12 -6.09 14.51 24.09 -12.62 C, % 12.98 7.12 9.12 7.12 -8.94 Market (S&P), % 12.02 -14.86 9.23 23.94 -15.72 1. Calculate the beta of each security with the market. 2. Calculate the population variance for each security and the market. 3. Calculate the correlation coefficient, p, between each security and the market

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!