Question: Using the jan-76/dec-79 four-year time period and the CAPM, generate variables measuring the GOLD-specific and MARKET risk premia, and then estimate the Beta for GOLD.

Using the jan-76/dec-79 four-year time period and the CAPM, generate variables measuring the GOLD-specific and MARKET risk premia, and then estimate the Beta for GOLD. Compute a 95% confidence interval for BETA. Do your estimates make sense? Why might such an asset be particularly desirable to an investor who is attempting to reduce risk through diversification? What does this imply concerning the expected return of such an asset

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