Question: Use the data table LOADING... to estimate the beta of Nike and HP Inc. stock based on their monthly returns from 2011-2017. Hint: You can

Use the data table

LOADING...

to estimate the beta of

Nike

and

HP Inc.

stock based on their monthly returns from 2011-2017.

Hint:

You can use the slope() function in Excel.

Question content area bottom

Part 1

The estimated monthly beta for

Nike

is

enter your response here.

(Round to three decimal places.)

Date

NKE

HPQ

S&P 500

Jan-11

3.442%

8.527%

2.330%

Feb-11

7.941%

4.509%

3.474%

Mar-11

13.580%

5.693%

0.005%

Apr-11

8.745%

1.464%

2.896%

May-11

2.587%

7.406%

1.121%

Jun-11

8.017%

1.915%

1.706%

Jul-11

0.189%

3.379%

2.000%

Aug-11

3.882%

25.988%

5.498%

Sep-11

0.115%

12.738%

6.910%

Oct-11

12.677%

18.530%

10.915%

Nov-11

0.176%

5.036%

0.406%

Dec-11

1.695%

6.890%

1.024%

Jan-12

7.907%

8.618%

4.637%

Feb-12

3.779%

9.543%

4.341%

Mar-12

1.816%

4.803%

3.214%

Apr-12

3.163%

3.903%

0.668%

May-12

2.011%

8.401%

6.006%

Jun-12

18.857%

10.050%

4.045%

Jul-12

6.345%

9.299%

1.183%

Aug-12

5.838%

7.456%

2.505%

Sep-12

2.516%

2.788%

2.543%

Oct-12

3.719%

18.816%

1.820%

Nov-12

6.675%

6.209%

0.566%

Dec-12

7.591%

11.937%

0.902%

Jan-13

4.748%

15.860%

5.119%

Feb-13

1.536%

21.987%

1.276%

Mar-13

8.355%

19.815%

3.795%

Apr-13

7.778%

13.591%

1.921%

May-13

2.390%

18.544%

2.361%

Jun-13

3.276%

2.865%

1.340%

Jul-13

1.193%

3.548%

5.168%

Aug-13

0.509%

13.006%

2.999%

Sep-13

15.632%

4.612%

3.176%

Oct-13

4.295%

16.103%

4.631%

Nov-13

4.461%

12.228%

2.964%

Dec-13

0.025%

3.473%

2.580%

Jan-14

7.363%

3.645%

3.525%

Feb-14

8.140%

3.034%

4.552%

Mar-14

5.671%

9.370%

0.829%

Apr-14

1.232%

2.163%

0.695%

May-14

6.086%

1.331%

2.321%

Jun-14

0.832%

1.589%

2.064%

Jul-14

0.542%

5.730%

1.344%

Aug-14

2.463%

6.712%

3.946%

Sep-14

13.558%

5.731%

1.371%

Oct-14

4.226%

1.156%

2.355%

Nov-14

6.798%

8.863%

2.747%

Dec-14

2.598%

3.641%

0.253%

Jan-15

4.056%

9.968%

-2.963%

Feb-15

5.886%

3.570%

5.620%

Mar-15

3.305%

9.551%

1.566%

Apr-15

1.485%

5.809%

0.983%

May-15

3.430%

1.304%

1.286%

Jun-15

6.246%

8.989%

1.999%

Jul-15

6.665%

1.699%

2.215%

Aug-15

3.012%

8.060%

6.134%

Sep-15

10.541%

7.350%

2.489%

Oct-15

6.554%

5.271%

8.529%

Nov-15

0.954%

2.422%

0.366%

Dec-15

5.020%

4.593%

1.729%

Jan-16

0.784%

17.990%

4.979%

Feb-16

0.677%

10.093%

0.083%

Mar-16

0.065%

16.408%

6.721%

Apr-16

4.116%

0.406%

0.394%

May-16

6.311%

9.046%

1.701%

Jun-16

0.254%

5.277%

0.342%

Jul-16

0.543%

11.633%

3.647%

Aug-16

3.856%

2.570%

0.120%

Sep-16

8.380%

8.935%

0.001%

Oct-16

4.691%

6.697%

1.734%

Nov-16

0.219%

6.280%

3.684%

Dec-16

1.877%

2.775%

2.032%

Jan-17

4.072%

1.415%

1.789%

Feb-17

8.053%

15.415%

3.929%

Mar-17

2.187%

3.700%

0.128%

Apr-17

0.574%

5.257%

0.993%

May-17

4.367%

0.319%

1.411%

Jun-17

11.681%

6.116%

0.639%

Jul-17

0.085%

9.268%

2.055%

Aug-17

10.262%

0.105%

0.292%

Sep-17

1.818%

5.308%

2.010%

Oct-17

6.056%

7.966%

2.356%

Nov-17

9.875%

0.464%

3.057%

Dec-17

3.856%

1.402%

1.208%

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