Question: Using the returns for Nike, run a CAPM regression and a 4-factor model to answer the following questions What is the CAPM beta of Nike?

  1. Using the returns for Nike, run a CAPM regression and a 4-factor model to answer the following questions
    1. What is the CAPM beta of Nike?
    2. What is Nikes loading on the SML and HML factors? Are these statistically significant?
    3. How much of Nikes variation does the CAPM explain? What about the 4-factor model?

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