You are now required to develop an empirical estimation with a regression analysis. Step 1. Run...
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You are now required to develop an empirical estimation with a regression analysis. Step 1. Run a regression using the market model for each individual asset and your equally weighted portfolio and report your output. Step 2. Download Asian Pacific ex Japan Fama-French factors from the Kenneth French's website: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html Run a regression using Fama-French three factors model for each individual asset and your equally weighted portfolio and report your output. To use regressions in Excel please refer to: https://support.office.com/en-us/article/Load-the- Analysis-ToolPak-6a63e598-cd6d-42e3-9317-6b40ba1a66b4. Please provide a brief summary of your analysis of Part C in the Word document (max 1 page). You are now required to develop an empirical estimation with a regression analysis. Step 1. Run a regression using the market model for each individual asset and your equally weighted portfolio and report your output. Step 2. Download Asian Pacific ex Japan Fama-French factors from the Kenneth French's website: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html Run a regression using Fama-French three factors model for each individual asset and your equally weighted portfolio and report your output. To use regressions in Excel please refer to: https://support.office.com/en-us/article/Load-the- Analysis-ToolPak-6a63e598-cd6d-42e3-9317-6b40ba1a66b4. Please provide a brief summary of your analysis of Part C in the Word document (max 1 page).
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