Estimate , , standard error of and , R2 for the following stocks. Establish 95 percent

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Estimate ∝, β, standard error of ∝ and β, R2 for the following stocks. Establish 95 percent confidence interval for beta.

Stocks Tata Chemicals HLL Cadbury’s Use monthly returns for the last 5 years. Take Sensex as market proxy. The data is available on CMIE Prowess.

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