Choose a publicly traded stock that has not been chosen by any other students and estimate its beta using regression method, as follow: First download your stocks data in your Excel: Download 3 years of monthly price of your stock Download 3 years of monthly price of SPY (S&P 500) in the same Excel Estimate the monthly returns of your stock & SPY Then run a regression in Excel, Y-axis = your stock return and X-axis = SPY return, the slope of this regression is your estimated beta. Compare your estimated beta with published betas (For example from Yahoo, Reuter, or Morningstar). Using the beta you estimated above, estimate the required rate of return of your chosen stock according to CAPM. Estimate the beta of your stock using: bi = (i /M)*iM Where i and M are standard deviation of stock i (your stock) and standard deviation of the Market (SPY) and iM is the correlation of return of stock i with the returns of the market market. So, the risk increases as i and iM increases. Chapter 13: Performance Evaluation When answering this post please summarize your answer in the DB window and then attach your Excel for reference. Choose a publicly trade mutual fund that has not been chosen by other students. Find or estimate its annual returns for the past five years. Also find or estimate the past 5 years annual returns of SPY (S&P500). Estimate the Sharpe ratio of your chosen fund and SPY? Compare the performance of your fund with SPY.