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6. Run a simple regression based on CAPM: (1) Use the data from the Sheet 2 of Project1_Data.xls. (2) Create a new column and compute

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6. Run a simple regression based on CAPM: (1) Use the data from the "Sheet 2" of "Project1_Data.xls". (2) Create a new column and compute Disney excess return (RpRf) (3) Create another new column and compute market excess return (RmRf) (4) Click at "Data" menu (5) Choose "Data Analysis" in the Analysis panel (6) Choose "Regression" and click "OK" (7) For Input Y Range, select the column of dependent variable (RpRf) (8) For Input X Range, select the column of independent variable (RRf) (9) Check "label" if you select the column titles in (7) and (8) (10) Check "Line Fit Plots" if you want to see the plot about the regression fitting line. (11) For Output Range: hightight a cell is a blank area. (7) For Input Y Range, select the column of dependent variable (RpRf) (8) For Input X Range, select the column of independent variable (RmRf) (9) Check "label" if you select the column titles in (7) and (8) (10) Check "Line Fit Plots" if you want to see the plot about the regression fitting line. (11) For Output Range: highlight a cell in a blank area. (12) Find the intercept (alpha) and the coefficient on the (RmRf) term (beta)

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