Question
5(a)-5(C) refers to the following table table. 5(a) what is the slope of this regress? Return for the month Date S&P 500 IBM 3-Jan-07 1-Feb-07
5(a)-5(C) refers to the following table table.
5(a) what is the slope of this regress?
| Return for the month | |
Date | S&P 500 | IBM |
3-Jan-07 |
|
|
1-Feb-07 | -2.18% | -6.98% |
1-Mar-07 | 1.00% | 2.42% |
2-Apr-07 | 4.33% | 8.44% |
1-May-07 | 3.25% | 4.70% |
1-Jun-07 | -1.78% | -1.27% |
2-Jul-07 | -3.20% | 5.14% |
1-Aug-07 | 1.29% | 5.83% |
4-Sep-07 | 3.58% | 1.95% |
1-Oct-07 | 1.48% | -1.42% |
1-Nov-07 | -4.40% | -9.10% |
3-Dec-07 | -0.86% | 2.78% |
2-Jan-08 | -6.12% | -0.92% |
1-Feb-08 | -3.48% | 6.71% |
3-Mar-08 | -0.60% | 1.12% |
1-Apr-08 | 4.75% | 4.83% |
1-May-08 | 1.07% | 7.66% |
2-Jun-08 | -8.60% | -8.42% |
1-Jul-08 | -0.99% | 7.97% |
1-Aug-08 | 1.22% | -4.51% |
2-Sep-08 | -9.21% | -3.92% |
1-Oct-08 | -16.83% | -20.51% |
3-Nov-08 | -7.48% | -11.74% |
1-Dec-08 | 0.78% | 3.13% |
2-Jan-09 | -8.57% | 8.90% |
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