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Download historical (5 year, monthly) stock prices of any two companies you choose and the S&P index and do the following:

(a) explore the data by plotting one or two illustrative graphs using excel. Calculate the monthly average return, standard deviation of the monthly return for each of the two companies and the S&P 500 index.

(b) Calculate the beta of the two companies you choose using

(1) Three year of monthly data

(2) five years of monthly data

compare the beta values obtained using data (1) and data (2) and the one reported on the web.

Note 1: You may use finance.yahoo.com, or ft.com, or wsj.com

Note 2: Please just submit ONE Excel file, which includes

(1) the data and your calculation

(2) clear statements of your results and any comments.

Please choose your own companies and data.

Financial Management, Finance

  • Category:- Financial Management
  • Reference No.:- M92746094

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