Use the market model to estimate the beta for Vodafone using the last 36 months of returns

Question:

Use the market model to estimate the beta for Vodafone using the last 36 months of returns (the regression procedure in Microsoft Excel is one easy way to do this). Plot the monthly returns on Vodafone against the index, and also show the fitted line.

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Related Book For  book-img-for-question

Fundamentals Of Corporate Finance

ISBN: 9780077178239

3rd Edition

Authors: David Hillier, Iain Clacher, Stephen A. Ross

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