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.
Step by Step Answer:
Related Book For
Fundamentals Of Corporate Finance
ISBN: 9780077178239
3rd Edition
Authors: David Hillier, Iain Clacher, Stephen A. Ross
Question Posted: