Collect the market price index (All Ordinaries), Share price for a company and display the data for two sub-periods separately in a table.

• Calculate the return of share prices and market return (from market price index). Display the calculated returns along with the risk free rate of return (given in a separate excel file) in a table for two sub periods. Calculate and tabulate, and.

• Calculate the mean, standard deviation, variance, coefficient of variation and correlation coefficient for and separately (for two sub-period) and comment on the result. (1+ marks, 1 for calculation 2 for the comment)
• Estimate beta for your selected company for the two sub-periods.
• Explain the value of beta that you have calculated.

Why the estimated value of beta is different for two sub-periods.