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Calculate monthly rates of return for two successive five-year periods. Calculate betas for each subperiod using the Excel SLOPE function. How stable was each companys

Calculate monthly rates of return for two successive five-year periods. Calculate betas for each subperiod using the Excel SLOPE function. How stable was each companys beta? Suppose that you had used these betas to estimate expected rates of return from the CAPM. Would your estimates have changed significantly from period to period Data can be obtained from finance.yahoo.com. (I am not sure how/what data to use) image text in transcribed

Expected Return Stock Dow Chemical Bank of America Ford Exxon Mobil Starbucks IBM Newmont Mining Pfizer Walmart Heinz Beta () 1.78 1.54 1.53 .98 .95 .80 .75 .66 .42 .40 14.5 12.8 12.7 8.9 8.7 7.6 7.3 6.6 4.9 4.8 Expected Return Stock Dow Chemical Bank of America Ford Exxon Mobil Starbucks IBM Newmont Mining Pfizer Walmart Heinz Beta () 1.78 1.54 1.53 .98 .95 .80 .75 .66 .42 .40 14.5 12.8 12.7 8.9 8.7 7.6 7.3 6.6 4.9 4.8

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