Question
(a)Following the procedures in the previous question, find 5 years of monthly returns for Target (ticker = TGT). Using the first 2 years of data,
(a)Following the procedures in the previous question, find 5 years of monthly returns for Target (ticker = TGT). Using the first 2 years of data, what is Target's beta ? What is the beta using the latest 2 years of data ? How stable is the beta estimate ? If you use all 5 years of data, how close is your estimate of beta to the estimate reported in Yahoo'sKey Statisticssection ?
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Personal Finance
Authors: Jeff Madura
5th edition
132994348, 978-0132994347
