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Upload monthly data for the last five year for a stock or ETF you like. The period should include exactly five years of data, say, Jan 1, 2003 - Dec 31, 2007. Suppose that the risk free rate is 1 percent. Upload S&P500 index series for the same period [ticker symbol is ^GSPC]. Determine CAPM. Report the ticker symbol for your stock or fund. Determine and report β, α, their statistical significance at the 5 percent level, R2, number of observations in your sample, regression's standard error & provide an M.S. Excel print-out of regression results. Show all work to receive full credit.

Portfolio Management, Finance

  • Category:- Portfolio Management
  • Reference No.:- M919646

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