What is the beta and the correlation for the set of data Exhibit 12 ProValue Monthly Stock Prices and Index Value, 2009 2013 Month Ending ROC PII MRC ETFC EGN USM BAH FNF LPLA ATO CNO S P Midcap 400 Index SP400 Dec 13 $71 92 $145 64 $32 26 $19 64 $70 61 $41 82 $18 03 $91 96 $47 05 $45 42 $17 69 1,303 64 Nov 13 $68 46 $133 47 $30 59 $17 92 $72 02 $44 37 $16 47 $90 15 $42 87 $44 45 $16 89 1,290 71 Oct 13 $62 85 $130 54 $27 95 $16 91 $78 01 $48 40 $17 54 $91 93 $40 55 $43 91 $15 55 1,262 37 Sep 13 $66 48 $128 78 $26 80 $16 50 $76 08 $45 53 $17 12 $86 34 $38 13 $42 24 $14 37 1,181 48 Aug 13 $63 01 $108 87 $26 25 $14 04 $66 04 $42 78 $17 93 $79 73 $36 61 $40 02 $13 54 1,257 72 Jul 13 $66 83 $111 37 $26 82 $14 90 $59 52 $39 71 $18 85 $78 10 $37 70 $43 51 $14 22 1,172 33 Jun 13 $63 18 $94 34 $27 62 $12 66 $51 94 $36 69 $15 32 $73 11 $37 40 $40 38 $12 91 1,180 77 May 13 $65 77 $94 85 $28 39 $11 62 $53 86 $34 05 $15 29 $72 12 $36 73 $41 52 $12 26 1,139 19 Apr 13 $63 64 $85 20 $29 95 $10 29 $46 99 $32 97 $13 32 $70 56 $34 09 $43 29 $11 25 1,142 27 Mar 13 $64 18 $91 43 $32 93 $10 71 $51 54 $30 88 $11 78 $67 01 $31 80 $41 65 $11 38 1,098 15 Feb 13 $61 01 $86 37 $30 72 $10 71 $45 82 $31 56 $11 22 $66 72 $31 10 $37 24 $10 85 1,101 59 Jan 13 $53 34 $85 66 $30 73 $10 60 $47 56 $32 63 $12 07 $67 29 $32 71 $36 12 $10 19 1,046 32 Dec 12 $48 21 $82 77 $27 78 $8 95 $44 55 $30 23 $12 12 $62 43 $27 67 $33 96 $9 25 997 15 Nov 12 $44 71 $83 42 $28 03 $8 42 $43 99 $29 89 $12 20 $62 34 $27 52 $33 85 $9 01 1,003 57 Oct 12 $44 38 $82 75 $24 45 $8 36 $45 94 $31 73 $11 57 $61 94 $28 56 $34 42 $9 48 984 19 Sep 12 $45 06 $79 20 $24 59 $8 80 $51 61 $33 56 $11 98 $63 82 $27 92 $34 25 $9 55 982 34 Aug 12 $45 77 $73 63 $22 03 $8 57 $50 27 $32 55 $10 26 $59 45 $28 05 $33 44 $8 79 931 75 Jul 12 $42 43 $73 24 $23 11 $7 63 $50 29 $35 27 $9 69 $61 36 $27 30 $33 98 $8 19 947 84 Jun 12 $42 56 $69 66 $21 28 $8 04 $44 32 $33 12 $8 50 $59 33 $32 90 $33 24 $7 70 896 17 May 12 $46 08 $74 03 $20 76 $8 49 $43 36 $32 07 $8 17 $56 81 $31 54 $31 41 $6 76 995 11 Apr 12 $52 69 $77 05 $21 50 $10 63 $51 29 $33 64 $8 61 $59 19 $32 94 $30 56 $7 16 999 19 Mar 12 $49 65 $69 98 $20 38 $10 95 $48 13 $35 11 $8 58 $59 98 $34 82 $29 50 $7 66 985 24 Feb 12 $50 70 $64 07 $20 18 $9 64 $52 12 $37 00 $9 27 $60 65 $31 29 $28 82 $7 31 954 47 Jan 12 $48 08 $62 11 $19 25 $8 19 $47 03 $39 34 $8 82 $63 18 $30 15 $30 07 $6 62 887 91 Dec 11 $37 48 $53 99 $18 49 $7 96 $48 82 $37 42 $8 65 $58 71 $28 03 $30 94 $6 21 878 59 Nov 11 $42 43 $57 96 $19 49 $9 18 $49 52 $37 50 $7 00 $58 63 $27 53 $31 74 $6 22 858 68 Oct 11 $43 84 $61 09 $19 97 $10 85 $47 77 $34 20 $7 92 $54 86 $26 62 $31 52 $6 15 744 98 Sep 11 $32 08 $48 02 $15 45 $9 11 $39 82 $34 01 $7 45 $53 60 $23 33 $29 80 $5 33 860 48 Aug 11 $48 56 $52 80 $20 40 $12 36 $47 81 $37 09 $8 04 $59 27 $26 71 $30 80 $6 33 936 93 Jul 11 $57 57 $56 97 $22 25 $15 88 $57 10 $37 90 $9 12 $60 34 $30 33 $30 37 $7 24 995 05 Jun 11 $52 64 $53 22 $22 17 $13 80 $54 86 $41 53 $9 58 $64 00 $31 39 $30 21 $7 79 975 32 May 11 $50 07 $52 83 $21 36 $15 81 $60 46 $42 37 $9 02 $64 78 $32 98 $30 30 $7 62 1,009 62 Apr 11 $54 02 $50 47 $22 87 $16 24 $62 98 $42 23 $9 69 $64 46 $33 66 $31 38 $7 94 996 43 Mar 11 $46 86 $41 48 $21 44 $15 63 $61 15 $44 16 $9 03 $64 63 $32 86 $30 67 $7 40 950 14 Feb 11 $44 32 $35 97 $21 08 $15 98 $59 20 $42 87 $9 27 $62 70 $30 84 $30 41 $7 13 939 10 Jan 11 $38 65 $36 67 $18 60 $16 56 $54 03 $41 80 $9 35 $60 37 $31 44 $29 02 $6 23 919 89 Dec 10 $37 25 $36 97 $17 84 $16 00 $46 65 $42 83 $9 74 $62 06 $33 38 $27 78 $6 68 870 10 Nov 10 $36 34 $34 44 $16 80 $14 75 $42 11 $39 27 $9 72 $57 25 $31 11 $26 77 $5 76 828 64 Oct 10 $32 30 $33 69 $15 86 $14 30 $43 03 $39 85 $10 03 $57 33 $33 61 $25 93 $5 36 803 89 Sep 10 $29 96 $30 67 $16 34 $14 57 $44 07 $39 43 $9 62 $59 11 $31 30 $25 75 $5 46 745 96 Aug 10 $24 61 $25 13 $13 84 $12 40 $41 14 $35 96 $7 40 $53 59 $27 40 $24 92 $4 66 774 92 Jul 10 $27 81 $28 13 $15 31 $14 63 $42 71 $40 34 $9 32 $58 84 $31 01 $25 24 $5 29 707 41 Jun 10 $21 60 $25 56 $13 83 $11 82 $42 61 $35 29 $8 43 $51 78 $29 02 $23 53 $4 87 742 58 May 10 $24 70 $27 47 $13 89 $14 80 $42 55 $35 60 $8 12 $53 85 $28 84 $23 60 $5 52 836 24 Apr 10 $28 51 $27 69 $16 13 $16 90 $46 84 $36 09 $9 30 $55 30 $32 76 $25 42 $5 81 797 29 Mar 10 $25 35 $23 79 $15 11 $16 50 $44 59 $35 49 $7 78 $54 69 $29 23 $24 55 $6 12 751 02 Feb 10 $22 84 $21 27 $14 59 $16 10 $43 57 $31 42 $7 75 $48 76 $26 95 $23 60 $4 90 713 55 Jan 10 $20 86 $20 55 $14 25 $15 20 $41 99 $31 37 $7 21 $47 32 $26 45 $23 45 $4 69 738 15 Dec 09 $22 43 $20 10 $14 71 $17 60 $44 72 $36 38 $7 98 $53 05 $27 57 $24 97 $4 92 695 31 Nov 09 $21 43 $20 10 $14 16 $16 40 $41 56 $31 96 $6 96 $48 68 $25 63 $23 26 $4 72 662 16 Oct 09 $18 93 $19 38 $12 90 $14 60 $41 81 $31 40 $7 28 $48 25 $26 97 $23 37 $5 13 669 89 Sep 09 $19 59 $18 61 $13 75 $17 50 $41 07 $33 51 $7 56 $51 72 $26 41 $23 64 $5 18 640 10 Aug 09 $19 39 $17 21 $13 27 $17 60 $40 01 $31 31 $7 47 $48 38 $24 73 $22 86 $4 22 640 94 Jul 09 $17 06 $17 29 $12 18 $15 00 $39 26 $30 72 $6 05 $46 06 $26 20 $22 52 $3 06 584 24 Jun 09 $13 94 $14 51 $11 58 $12 90 $37 91 $32 98 $5 67 $46 88 $22 81 $20 76 $2 33 596 51 May 09 $14 21 $14 35 $11 24 $14 40 $35 36 $35 62 $5 28 $49 78 $22 39 $19 90 $2 37 558 87 Apr 09 $11 71 $15 11 $11 12 $14 30 $34 20 $29 16 $5 70 $46 07 $18 56 $20 21 $1 58 494 45 Mar 09 $7 56 $9 56 $8 82 $12 40 $27 58 $28 60 $4 07 $46 01 $14 25 $18 91 $0 91 422 07 Feb 09 $5 61 $8 21 $7 81 $8 00 $25 37 $29 51 $2 95 $44 59 $15 69 $17 86 $1 19 Jan 09 $7 15 $9 49 $8 38 $11 40 $27 55 $35 98 $5 05 $50 52 $16 76 $19 80 $2 29 Dec 08 $10 28 $12 55 $8 81 $11 50 $27 66 $37 09 $4 97 $57 07 $18 11 $19 11 $5 10

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Question: What is the beta and the correlation for the set of data? Exhibit 12: ProValue Monthly Stock Prices and Index Value, 2009-2013 Month Ending ROC

What is the beta and the correlation for the set of data?

Exhibit 12: ProValue Monthly Stock Prices and Index Value, 2009-2013
Month Ending	ROC	PII	MRC	ETFC	EGN	USM	BAH	FNF	LPLA	ATO	CNO	S&P Midcap 400 Index ^SP400
Dec-13	$71.92	$145.64	$32.26	$19.64	$70.61	$41.82	$18.03	$91.96	$47.05	$45.42	$17.69	1,303.64
Nov-13	$68.46	$133.47	$30.59	$17.92	$72.02	$44.37	$16.47	$90.15	$42.87	$44.45	$16.89	1,290.71
Oct-13	$62.85	$130.54	$27.95	$16.91	$78.01	$48.40	$17.54	$91.93	$40.55	$43.91	$15.55	1,262.37
Sep-13	$66.48	$128.78	$26.80	$16.50	$76.08	$45.53	$17.12	$86.34	$38.13	$42.24	$14.37	1,181.48
Aug-13	$63.01	$108.87	$26.25	$14.04	$66.04	$42.78	$17.93	$79.73	$36.61	$40.02	$13.54	1,257.72
Jul-13	$66.83	$111.37	$26.82	$14.90	$59.52	$39.71	$18.85	$78.10	$37.70	$43.51	$14.22	1,172.33
Jun-13	$63.18	$94.34	$27.62	$12.66	$51.94	$36.69	$15.32	$73.11	$37.40	$40.38	$12.91	1,180.77
May-13	$65.77	$94.85	$28.39	$11.62	$53.86	$34.05	$15.29	$72.12	$36.73	$41.52	$12.26	1,139.19
Apr-13	$63.64	$85.20	$29.95	$10.29	$46.99	$32.97	$13.32	$70.56	$34.09	$43.29	$11.25	1,142.27
Mar-13	$64.18	$91.43	$32.93	$10.71	$51.54	$30.88	$11.78	$67.01	$31.80	$41.65	$11.38	1,098.15
Feb-13	$61.01	$86.37	$30.72	$10.71	$45.82	$31.56	$11.22	$66.72	$31.10	$37.24	$10.85	1,101.59
Jan-13	$53.34	$85.66	$30.73	$10.60	$47.56	$32.63	$12.07	$67.29	$32.71	$36.12	$10.19	1,046.32
Dec-12	$48.21	$82.77	$27.78	$8.95	$44.55	$30.23	$12.12	$62.43	$27.67	$33.96	$9.25	997.15
Nov-12	$44.71	$83.42	$28.03	$8.42	$43.99	$29.89	$12.20	$62.34	$27.52	$33.85	$9.01	1,003.57
Oct-12	$44.38	$82.75	$24.45	$8.36	$45.94	$31.73	$11.57	$61.94	$28.56	$34.42	$9.48	984.19
Sep-12	$45.06	$79.20	$24.59	$8.80	$51.61	$33.56	$11.98	$63.82	$27.92	$34.25	$9.55	982.34
Aug-12	$45.77	$73.63	$22.03	$8.57	$50.27	$32.55	$10.26	$59.45	$28.05	$33.44	$8.79	931.75
Jul-12	$42.43	$73.24	$23.11	$7.63	$50.29	$35.27	$9.69	$61.36	$27.30	$33.98	$8.19	947.84
Jun-12	$42.56	$69.66	$21.28	$8.04	$44.32	$33.12	$8.50	$59.33	$32.90	$33.24	$7.70	896.17
May-12	$46.08	$74.03	$20.76	$8.49	$43.36	$32.07	$8.17	$56.81	$31.54	$31.41	$6.76	995.11
Apr-12	$52.69	$77.05	$21.50	$10.63	$51.29	$33.64	$8.61	$59.19	$32.94	$30.56	$7.16	999.19
Mar-12	$49.65	$69.98	$20.38	$10.95	$48.13	$35.11	$8.58	$59.98	$34.82	$29.50	$7.66	985.24
Feb-12	$50.70	$64.07	$20.18	$9.64	$52.12	$37.00	$9.27	$60.65	$31.29	$28.82	$7.31	954.47
Jan-12	$48.08	$62.11	$19.25	$8.19	$47.03	$39.34	$8.82	$63.18	$30.15	$30.07	$6.62	887.91
Dec-11	$37.48	$53.99	$18.49	$7.96	$48.82	$37.42	$8.65	$58.71	$28.03	$30.94	$6.21	878.59
Nov-11	$42.43	$57.96	$19.49	$9.18	$49.52	$37.50	$7.00	$58.63	$27.53	$31.74	$6.22	858.68
Oct-11	$43.84	$61.09	$19.97	$10.85	$47.77	$34.20	$7.92	$54.86	$26.62	$31.52	$6.15	744.98
Sep-11	$32.08	$48.02	$15.45	$9.11	$39.82	$34.01	$7.45	$53.60	$23.33	$29.80	$5.33	860.48
Aug-11	$48.56	$52.80	$20.40	$12.36	$47.81	$37.09	$8.04	$59.27	$26.71	$30.80	$6.33	936.93
Jul-11	$57.57	$56.97	$22.25	$15.88	$57.10	$37.90	$9.12	$60.34	$30.33	$30.37	$7.24	995.05
Jun-11	$52.64	$53.22	$22.17	$13.80	$54.86	$41.53	$9.58	$64.00	$31.39	$30.21	$7.79	975.32
May-11	$50.07	$52.83	$21.36	$15.81	$60.46	$42.37	$9.02	$64.78	$32.98	$30.30	$7.62	1,009.62
Apr-11	$54.02	$50.47	$22.87	$16.24	$62.98	$42.23	$9.69	$64.46	$33.66	$31.38	$7.94	996.43
Mar-11	$46.86	$41.48	$21.44	$15.63	$61.15	$44.16	$9.03	$64.63	$32.86	$30.67	$7.40	950.14
Feb-11	$44.32	$35.97	$21.08	$15.98	$59.20	$42.87	$9.27	$62.70	$30.84	$30.41	$7.13	939.10
Jan-11	$38.65	$36.67	$18.60	$16.56	$54.03	$41.80	$9.35	$60.37	$31.44	$29.02	$6.23	919.89
Dec-10	$37.25	$36.97	$17.84	$16.00	$46.65	$42.83	$9.74	$62.06	$33.38	$27.78	$6.68	870.10
Nov-10	$36.34	$34.44	$16.80	$14.75	$42.11	$39.27	$9.72	$57.25	$31.11	$26.77	$5.76	828.64
Oct-10	$32.30	$33.69	$15.86	$14.30	$43.03	$39.85	$10.03	$57.33	$33.61	$25.93	$5.36	803.89
Sep-10	$29.96	$30.67	$16.34	$14.57	$44.07	$39.43	$9.62	$59.11	$31.30	$25.75	$5.46	745.96
Aug-10	$24.61	$25.13	$13.84	$12.40	$41.14	$35.96	$7.40	$53.59	$27.40	$24.92	$4.66	774.92
Jul-10	$27.81	$28.13	$15.31	$14.63	$42.71	$40.34	$9.32	$58.84	$31.01	$25.24	$5.29	707.41
Jun-10	$21.60	$25.56	$13.83	$11.82	$42.61	$35.29	$8.43	$51.78	$29.02	$23.53	$4.87	742.58
May-10	$24.70	$27.47	$13.89	$14.80	$42.55	$35.60	$8.12	$53.85	$28.84	$23.60	$5.52	836.24
Apr-10	$28.51	$27.69	$16.13	$16.90	$46.84	$36.09	$9.30	$55.30	$32.76	$25.42	$5.81	797.29
Mar-10	$25.35	$23.79	$15.11	$16.50	$44.59	$35.49	$7.78	$54.69	$29.23	$24.55	$6.12	751.02
Feb-10	$22.84	$21.27	$14.59	$16.10	$43.57	$31.42	$7.75	$48.76	$26.95	$23.60	$4.90	713.55
Jan-10	$20.86	$20.55	$14.25	$15.20	$41.99	$31.37	$7.21	$47.32	$26.45	$23.45	$4.69	738.15
Dec-09	$22.43	$20.10	$14.71	$17.60	$44.72	$36.38	$7.98	$53.05	$27.57	$24.97	$4.92	695.31
Nov-09	$21.43	$20.10	$14.16	$16.40	$41.56	$31.96	$6.96	$48.68	$25.63	$23.26	$4.72	662.16
Oct-09	$18.93	$19.38	$12.90	$14.60	$41.81	$31.40	$7.28	$48.25	$26.97	$23.37	$5.13	669.89
Sep-09	$19.59	$18.61	$13.75	$17.50	$41.07	$33.51	$7.56	$51.72	$26.41	$23.64	$5.18	640.10
Aug-09	$19.39	$17.21	$13.27	$17.60	$40.01	$31.31	$7.47	$48.38	$24.73	$22.86	$4.22	640.94
Jul-09	$17.06	$17.29	$12.18	$15.00	$39.26	$30.72	$6.05	$46.06	$26.20	$22.52	$3.06	584.24
Jun-09	$13.94	$14.51	$11.58	$12.90	$37.91	$32.98	$5.67	$46.88	$22.81	$20.76	$2.33	596.51
May-09	$14.21	$14.35	$11.24	$14.40	$35.36	$35.62	$5.28	$49.78	$22.39	$19.90	$2.37	558.87
Apr-09	$11.71	$15.11	$11.12	$14.30	$34.20	$29.16	$5.70	$46.07	$18.56	$20.21	$1.58	494.45
Mar-09	$7.56	$9.56	$8.82	$12.40	$27.58	$28.60	$4.07	$46.01	$14.25	$18.91	$0.91	422.07
Feb-09	$5.61	$8.21	$7.81	$8.00	$25.37	$29.51	$2.95	$44.59	$15.69	$17.86	$1.19
Jan-09	$7.15	$9.49	$8.38	$11.40	$27.55	$35.98	$5.05	$50.52	$16.76	$19.80	$2.29
Dec-08	$10.28	$12.55	$8.81	$11.50	$27.66	$37.09	$4.97	$57.07	$18.11	$19.11	$5.10

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