Question: Use the data in the spreadsheet provided to estimate the beta of Nike stock using linear regression. The beta of Nike stock is Returns (%)

Use the data in the spreadsheet provided to estimate the beta of Nike stock using linear regression. The beta of Nike stock is

Returns (%)

S&P 500

Nike

Jan-09

2.3064

1.7529

Feb-09

1.5467

5.1536

Mar-09

1.0685

6.5802

Apr-09

2.4230

7.6024

May-09

1.4127

1.1119

Jun-09

2.1563

6.7463

Jul-09

3.7681

4.0132

Aug-09

0.2714

3.5758

Sep-09

2.0555

4.8998

Oct-09

1.7810

3.1853

Nov-09

4.8243

4.1200

Dec-09

3.5180

7.4179

Jan-10

2.6557

4.4768

Feb-10

2.2695

0.3694

Mar-10

1.6937

3.8988

Apr-10

2.5182

7.8022

May-10

3.7916

7.0173

Jun-10

1.1531

5.6569

Jul-10

4.3331

3.2333

Aug-10

0.5943

5.8353

Sep-10

1.0609

3.8271

Oct-10

2.0784

2.9016

Nov-10

4.0406

1.4872

Dec-10

0.3476

2.1102

Jan-11

4.0112

6.7289

Feb-11

0.1644

7.2020

Mar-11

1.9060

1.5787

Apr-11

1.2968

3.8308

May-11

3.1042

1.8695

Jun-11

0.0396

1.2452

Jul-11

0.1902

2.4691

Aug-11

2.5085

2.2279

Sep-11

1.9452

8.8782

Oct-11

3.7086

4.8619

Nov-11

2.3716

7.6948

Dec-11

1.0823

0.4548

Jan-12

1.9438

0.2222

Feb-12

1.3998

5.7282

Mar-12

1.2949

2.0676

Apr-12

3.9893

1.3740

May-12

3.8894

5.3658

Jun-12

1.4758

3.0396

Jul-12

3.1753

3.1566

Aug-12

1.1623

0.1949

Sep-12

4.0903

4.4462

Oct-12

2.5842

12.9560

Nov-12

4.9279

0.9206

Dec-12

0.4342

1.7974

Jan-13

6.2305

4.5299

Feb-13

2.2040

1.8425

Mar-13

1.0470

13.3389

Apr-13

5.1144

1.7647

May-13

2.3825

2.3503

Jun-13

7.8625

12.4762

Jul-13

1.315

1.5601

Aug-13

1.1042

3.2890

Sep-13

9.8060

10.7573

Oct-13

18.4726

13.8565

Nov-13

8.5206

7.6002

Dec-13

2.1482

 -3.7559

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