(Regression of two stocks) Use the returns of Ford and GM corporations in the previous question. Regress...

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(Regression of two stocks) Use the returns of Ford and GM corporations in the previous question. Regress Ford’s returns on those of GM. Report:

a. The slope of the regression.

b. The value of the intercept.

c. The r-squared of the regression.

d. Is the mutual impact of the two company’s returns (one on the other)

large or small? Explain.

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Principles Of Finance Wtih Excel

ISBN: 9780190296384

3rd Edition

Authors: Simon Benninga, Tal Mofkadi

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Question Posted: Jun 07, 2024 01:44 AM

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(Regression of two stocks) Use the returns of Ford and GM corporations in the previous question. Regress...

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Principles Of Finance Wtih Excel

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