Question: please solve fast in 20 min i will thump up You have run a regression of returns of ENGEL, a machine tool manufacturer, against the

please solve fast in 20 min

i will thump up

You have run a regression of returns of ENGEL, a machine tool manufacturer, against the S&P 500 Index using monthly returns over the last 5 years and arrived at the following regression: Return ENGEL =- -0.20% + 1.50 Return S&P 500 If the stock had a Jensen' alpha of +0.10% (on a monthly basis) over this period, R squared is 45% If the standard error for beta estimation is 0.2, then what is the best estimate for beta? What is the range of beta using 67% confidence level? What is the ENGEL theoretical performance during the last 5 years? What is the ENGEL actual performance during the last 5 years? Estimate the monthly risk free rate during the last 5 years What is the firm specific risk

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