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8. On the spreadsheet with this chapter you will find the following monthly data for Cisco's stock price and the S&P 500 index. Compute the

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8. On the spreadsheet with this chapter you will find the following monthly data for Cisco's stock price and the S&P 500 index. Compute the equation rcsco: = Oesco + Bescorsp, and include the R and t-statistics for the equation and its coefficients.22 A B CISCO (CSCO) AND S&P 500 PRICES July 2002 - June 2007 1 2 Date S&P 500 CSCO 3 3-Jul-02 911.62 13.19 4 1-Aug-02 916.07 13.82 5 3-Sep-02 815.28 10.48 6 1-Oct-02 885.76 11.18 7 1-Nov-02 936.31 14.92 8 2-Dec-02 879.82 13.10 9 2-Jan-03 855.70 13.37 10 3-Feb-03 841.15 13.98 11 3-Mar-03 848.18 12.98 12 1-Apr-03 916.92 15.00 13 1-May-03 963.59 16.41 14 2-Jun-03 974.50 16.79 15 1-Jul-03 990.31 19.49 16 1-Aug-03 1008.01 19.14 17 2-Sep-03 995.97 19.59 18 1-Oct-03 1050.71 20.93 19 3-Nov-03 1058.20 22.70 20 1-Dec-03 1111.92 24.23 21 2-Jan-04 1131.13 25.71 22 2-Feb-04 1144.94 23.16

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