Assignment requirements 1. Perform a regression of each stock's monthly returns on the Index returns to compute a beta for each stock. 2. How might the expected return of each stock relate to its riskiness? Date S&P SOOREYNOLDS HASBRO 2-Jan-1.70% 6,13% 1.66% 2-Feb-2.31% 9.87% -13.27% 2-Mar 4,37% -1.37% 10.58% 2-Apr-3.06% 68% 101 2.May.1.19% 2.17% 2-Jun-7.13% -23.97% -11.37% 2-Jul -8.23% 1.64% 2-Aug 0.64% 7.71% 7.35% 2-Sep-10.14% -31.48% -15,36% 2-Oct 7.35% 0.57% -8.185 2- Nov 596% 4.81% 25.44% 2.Dees.S0% 9.09% -9.915 3-Jan-2.46% 0.594 3.90% 3-Feb-1.72% -5.78% 0.92% 3-Mar 0.89% -9.17% 14.70% 3-Apr 8.12% -12.68% 15.19% 3. May 6.18% 21:02 0.06% 3-Jun 148% 9.1994 9.24% 3.Jul 2.18% 4.54% 7.78% 3-Aug 234% -3.86% -1.86% 3-Sep-1.06% 15.78% 0.97% 3-Oct 3.89% 21.47% 16.70% 3. Nov 1.51% 14,93% 3-Dec 4.39% 5.34% -3.75% 4-Jan 220% 1.56% 4-Feb 1.40% 4.52% 10.73% 4-Mar-1.20% -1,99% -0.55% 4-AP-2.5% 7.66% -13.15% 4. May 1,24% -13.23% 4,08% 4-Jun 2.00% 20.27% -3,36% 4-Jul -3.88% 6.45% -4.37% 4-Ag 0.11% 493% 1.98% 4. Sep 1.91% 9.88% 1.46% 4-Oct 1.66% 1.21% -5.90% 4-Nov 4.43% 9.83% 7.57% 4-Dec 33% 303 1.84% 5-Jan-2 74% 2.32% 3-Feb 2.09% 1.90% 7.76% S-Mar-1.86% -1.66% -3.17 S-Apr-2.661% -3.25% -7,48% 5-May 3.59% 6,34% 6.66% 5-Jun 0.99% -4,96% 3.02% 5-Jul 4.22% 5.7294 5.53% 5.Aug-0.78% 0.76% -5.65% S-Sep 0.93% -1.10% -5.07% S-Oct-2.19% 238% 5-Nov 3.82% 4.73% 8.39) 5-Dec 0.19% 7.09% -1.18% 6 Jan 3.90% 60% 5.05% 6-Feb-0.36% 4.96% 4.29% 6-Mar 1.76% -0.61% 3.999 6-Apr 1.15% 3.93% -6.59 6-May-3.30% 0.36% 6-Jun-0.19% 48% -2.32% 6-Jul-0.28% 9.96% 3.26% 6 Aug 2.30% 265% 8.56% 6-Sop 1.81% -4.76% 12.07% 6kt 3.0 1929 13.9% 6 Nov 2.13% 1.71% 3.20% 6-Dec 0.91% 91% 1.87% Date 2.Jan 2-Feb 2.M 2-Apr 2 May 2-Jun 9.000 2-Aug 2-Sep 2.Od 2.NOW 2-Dec JJ 3.Feb 3-M 3.A 3-May Jun 3-JU 3.Aug 5.1996 3-Sep HOCH 3. Nov 3-Dec 5310 4 S&P 500 REYNOLDS HASBRO 1.70% 6.13% 9.874 -13.27 437% -1.379 1055 -5.06% 60% 10 1148 2.17% -4 20% -7.15 -23.97% - 1137 -8239 1.64% -9569 0.64 7.71% 7354 -10.14% 31.4% -15.36% 79 0.57% -8.18% 5.96% -4.819 25.445 -5,50% -0.95% -2.46% 0.59% 3.BOX -1.72% 5.78% 0.92 0.89% - 19.179 14.70% -12.68% 15.1997 6.18% 21.02% 0.00% 1489 9.15% 9.24 2.18% 4545 7.78 23 -3.86 -1 -100% 15784 0975 21.47% 16.203 1515 14.93% 142 4.39% 3.75 2 2013 -7.19% 1408 4.52% 10.73% -1204 -1.99% 55 -2.58% 7.06% -13.15 1249 -1323 4 CAN 2.00% 20.27% -3.36 -3.88 6.45% 0.11% 4.93 1.se 1.91% BBS 1.46 160 1.21% -50% 4.43 9.835 3 34 3.931 184 -2.74% 2.32% 1.16 2.00% 1.90 2.76 -1.86% -3.17 -260 3.25 -745% 3.50 6.34% 6.66 OSO 4.96% 3.099 5.72% 5.53% -0.7095 0.76% -5.6598 0.93% 110 -5.01 -2.1995 2.38% 4.12 3.821 4.734 8.39 0.1995 7.09% 5.05% -0.36% 4.95% -4.29% 1.76% -0.61% 3.90 1.15% 3.33% -6.59 3.30% 0.26% -0.19% -2.3213 -20% 9.95% 3.205 2.30% 2654 8.56% 1,81% 4.76% 12.07% 3.609 1925 13 90 2.13% 1.71% 3.204 091 1.91% 17 4-Feb 4.MY 4-Apr 4.May 4-Jun 4. Ju 4-Aug 4.Sep 4-Oct 4-Nov 4-Dec 5-Jan 5.Feb 5-Mar SA 5-May 4 5 Aug 5-Sep 5.Od 5-Nov 5-Dec 6-Jan 6-Feb 6-Mar 3901 608% 488 6 May 6-Jun 6 Jul 6- Aug 6-Sep 5-Oct 6-Noy 6-Dec Assignment requirements 1. Perform a regression of each stock's monthly returns on the Index returns to compute a beta for each stock. 2. How might the expected return of each stock relate to its riskiness? Date S&P SOOREYNOLDS HASBRO 2-Jan-1.70% 6,13% 1.66% 2-Feb-2.31% 9.87% -13.27% 2-Mar 4,37% -1.37% 10.58% 2-Apr-3.06% 68% 101 2.May.1.19% 2.17% 2-Jun-7.13% -23.97% -11.37% 2-Jul -8.23% 1.64% 2-Aug 0.64% 7.71% 7.35% 2-Sep-10.14% -31.48% -15,36% 2-Oct 7.35% 0.57% -8.185 2- Nov 596% 4.81% 25.44% 2.Dees.S0% 9.09% -9.915 3-Jan-2.46% 0.594 3.90% 3-Feb-1.72% -5.78% 0.92% 3-Mar 0.89% -9.17% 14.70% 3-Apr 8.12% -12.68% 15.19% 3. May 6.18% 21:02 0.06% 3-Jun 148% 9.1994 9.24% 3.Jul 2.18% 4.54% 7.78% 3-Aug 234% -3.86% -1.86% 3-Sep-1.06% 15.78% 0.97% 3-Oct 3.89% 21.47% 16.70% 3. Nov 1.51% 14,93% 3-Dec 4.39% 5.34% -3.75% 4-Jan 220% 1.56% 4-Feb 1.40% 4.52% 10.73% 4-Mar-1.20% -1,99% -0.55% 4-AP-2.5% 7.66% -13.15% 4. May 1,24% -13.23% 4,08% 4-Jun 2.00% 20.27% -3,36% 4-Jul -3.88% 6.45% -4.37% 4-Ag 0.11% 493% 1.98% 4. Sep 1.91% 9.88% 1.46% 4-Oct 1.66% 1.21% -5.90% 4-Nov 4.43% 9.83% 7.57% 4-Dec 33% 303 1.84% 5-Jan-2 74% 2.32% 3-Feb 2.09% 1.90% 7.76% S-Mar-1.86% -1.66% -3.17 S-Apr-2.661% -3.25% -7,48% 5-May 3.59% 6,34% 6.66% 5-Jun 0.99% -4,96% 3.02% 5-Jul 4.22% 5.7294 5.53% 5.Aug-0.78% 0.76% -5.65% S-Sep 0.93% -1.10% -5.07% S-Oct-2.19% 238% 5-Nov 3.82% 4.73% 8.39) 5-Dec 0.19% 7.09% -1.18% 6 Jan 3.90% 60% 5.05% 6-Feb-0.36% 4.96% 4.29% 6-Mar 1.76% -0.61% 3.999 6-Apr 1.15% 3.93% -6.59 6-May-3.30% 0.36% 6-Jun-0.19% 48% -2.32% 6-Jul-0.28% 9.96% 3.26% 6 Aug 2.30% 265% 8.56% 6-Sop 1.81% -4.76% 12.07% 6kt 3.0 1929 13.9% 6 Nov 2.13% 1.71% 3.20% 6-Dec 0.91% 91% 1.87% Date 2.Jan 2-Feb 2.M 2-Apr 2 May 2-Jun 9.000 2-Aug 2-Sep 2.Od 2.NOW 2-Dec JJ 3.Feb 3-M 3.A 3-May Jun 3-JU 3.Aug 5.1996 3-Sep HOCH 3. Nov 3-Dec 5310 4 S&P 500 REYNOLDS HASBRO 1.70% 6.13% 9.874 -13.27 437% -1.379 1055 -5.06% 60% 10 1148 2.17% -4 20% -7.15 -23.97% - 1137 -8239 1.64% -9569 0.64 7.71% 7354 -10.14% 31.4% -15.36% 79 0.57% -8.18% 5.96% -4.819 25.445 -5,50% -0.95% -2.46% 0.59% 3.BOX -1.72% 5.78% 0.92 0.89% - 19.179 14.70% -12.68% 15.1997 6.18% 21.02% 0.00% 1489 9.15% 9.24 2.18% 4545 7.78 23 -3.86 -1 -100% 15784 0975 21.47% 16.203 1515 14.93% 142 4.39% 3.75 2 2013 -7.19% 1408 4.52% 10.73% -1204 -1.99% 55 -2.58% 7.06% -13.15 1249 -1323 4 CAN 2.00% 20.27% -3.36 -3.88 6.45% 0.11% 4.93 1.se 1.91% BBS 1.46 160 1.21% -50% 4.43 9.835 3 34 3.931 184 -2.74% 2.32% 1.16 2.00% 1.90 2.76 -1.86% -3.17 -260 3.25 -745% 3.50 6.34% 6.66 OSO 4.96% 3.099 5.72% 5.53% -0.7095 0.76% -5.6598 0.93% 110 -5.01 -2.1995 2.38% 4.12 3.821 4.734 8.39 0.1995 7.09% 5.05% -0.36% 4.95% -4.29% 1.76% -0.61% 3.90 1.15% 3.33% -6.59 3.30% 0.26% -0.19% -2.3213 -20% 9.95% 3.205 2.30% 2654 8.56% 1,81% 4.76% 12.07% 3.609 1925 13 90 2.13% 1.71% 3.204 091 1.91% 17 4-Feb 4.MY 4-Apr 4.May 4-Jun 4. Ju 4-Aug 4.Sep 4-Oct 4-Nov 4-Dec 5-Jan 5.Feb 5-Mar SA 5-May 4 5 Aug 5-Sep 5.Od 5-Nov 5-Dec 6-Jan 6-Feb 6-Mar 3901 608% 488 6 May 6-Jun 6 Jul 6- Aug 6-Sep 5-Oct 6-Noy 6-Dec