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7. IShares Dow Jones U.S. ETF is an ETF that tracks the Dow Jones index. Its symbol is IYY. Using Yahoo finance, download to Excel

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7. IShares Dow Jones U.S. ETF is an ETF that tracks the Dow Jones index. Its symbol is IYY. Using Yahoo finance, download to Excel its historic monthly prices from 1/1/2002. Then do the same for the Dow Jones index (this is your benchmark, its symbol id DJI) a. Run a regression to estimate the beta of the ETF and the R-squared (copy and paste your regression output to the answers sheet) for the whole period. Use the ETF as the Y variable and the Dow Jones as the X variable. b. Rerun your regression, but this time starting from 1/1/2009. c. Compare and explain your beta and R-squared estimates. 7. IShares Dow Jones U.S. ETF is an ETF that tracks the Dow Jones index. Its symbol is IYY. Using Yahoo finance, download to Excel its historic monthly prices from 1/1/2002. Then do the same for the Dow Jones index (this is your benchmark, its symbol id DJI) a. Run a regression to estimate the beta of the ETF and the R-squared (copy and paste your regression output to the answers sheet) for the whole period. Use the ETF as the Y variable and the Dow Jones as the X variable. b. Rerun your regression, but this time starting from 1/1/2009. c. Compare and explain your beta and R-squared estimates

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