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Posted on Oct 06, 2024

1. Below are returns on the market, AAPL and GLD. First run a regression that models AAPL's returns as a function of the market and

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1. Below are returns on the market, AAPL and GLD. First run a regression that models AAPL's returns as a function of the market and GLD. Put the regression below, where indicated. Answer the four questions regarding the regression. (20 points) S&P 500 Index AGSPC 1.66% 1.41% Questions: Is the overall regression significant and how can you tell? Is the coefficient for the S&P 500 sigfificant and how can you tell? Is the coefficient for GLD sigfificant and how can you tell? What is the Adjusted R-squared and how do you interpet it? Date 2/1/2021 2/2/2021 2/3/2021 2/4/2021 2/5/2021 2/8/2021 2/9/2021 2/10/2021 2/11/2021 2/12/2021 2/16/2021 2/17/2021 2/18/2021 2/19/2021 2/22/2021 2/23/2021 2/24/2021 2/25/2021 2/26/2021 3/1/2021 3/2/2021 3/3/2021 3/4/2021 3/5/2021 3/8/2021 3/9/2021 3/10/2021 3/11/2021 2/12/2021 0.08% 1.14% 0.39% 0.72% -0.07% -0.04% 0.16% 0.49% -0.09% 0.02% -0.43% -0.18% -0.77% 0.12% 1.10% -2.41% -0.52% 2.42% -0.78% -1.32% -1.24% 1.84% -0.50% 1.43% 0.62% 1.01% n 120% GLD 0.94% -1.22% -0.15% -2.15% 0.99% 1.01% 0.33% 0.37% -0.87% -0.30% -1.44% -1.14% -0.01% 0.41% 1.50% -0.23% -0.07% -1.88% -2.42% -0.17% 0.54% -1.10% -0.98% 0.06% -1.04% 2.13% 0.51% -0.09% 00% AAPL 1.65% 0.63% -0.78% 2.58% -0.31% 0.11% -0.66% -0.46% -0.19% 0.18% -1.61% -1.76% -0.86% 0.12% -2.98% -0.11% -0.41% -3.48% 0.22% 5.39% -2.09% -2.45% -1.58% 1.07% -4.17% 4.06% -0.92% 1.65% Put the first regression results below here: n 76% 1. Below are returns on the market, AAPL and GLD. First run a regression that models AAPL's returns as a function of the market and GLD. Put the regression below, where indicated. Answer the four questions regarding the regression. (20 points) S&P 500 Index AGSPC 1.66% 1.41% Questions: Is the overall regression significant and how can you tell? Is the coefficient for the S&P 500 sigfificant and how can you tell? Is the coefficient for GLD sigfificant and how can you tell? What is the Adjusted R-squared and how do you interpet it? Date 2/1/2021 2/2/2021 2/3/2021 2/4/2021 2/5/2021 2/8/2021 2/9/2021 2/10/2021 2/11/2021 2/12/2021 2/16/2021 2/17/2021 2/18/2021 2/19/2021 2/22/2021 2/23/2021 2/24/2021 2/25/2021 2/26/2021 3/1/2021 3/2/2021 3/3/2021 3/4/2021 3/5/2021 3/8/2021 3/9/2021 3/10/2021 3/11/2021 2/12/2021 0.08% 1.14% 0.39% 0.72% -0.07% -0.04% 0.16% 0.49% -0.09% 0.02% -0.43% -0.18% -0.77% 0.12% 1.10% -2.41% -0.52% 2.42% -0.78% -1.32% -1.24% 1.84% -0.50% 1.43% 0.62% 1.01% n 120% GLD 0.94% -1.22% -0.15% -2.15% 0.99% 1.01% 0.33% 0.37% -0.87% -0.30% -1.44% -1.14% -0.01% 0.41% 1.50% -0.23% -0.07% -1.88% -2.42% -0.17% 0.54% -1.10% -0.98% 0.06% -1.04% 2.13% 0.51% -0.09% 00% AAPL 1.65% 0.63% -0.78% 2.58% -0.31% 0.11% -0.66% -0.46% -0.19% 0.18% -1.61% -1.76% -0.86% 0.12% -2.98% -0.11% -0.41% -3.48% 0.22% 5.39% -2.09% -2.45% -1.58% 1.07% -4.17% 4.06% -0.92% 1.65% Put the first regression results below here: n 76%