Dale SP 500 IBM Target XYZ 22-May-06 -0.39 0.12 -0.08 0.32 15-Mary-06 -1.87 3.50 5.64 0.24 8-May-08 -1 49 4.28 0.03 1-May-06 1.16 4.93 2.72 0.47 24-Apr 06 -0.05 -1.73 4.41 0.12 17-Apr-06 0.11 One hundred weeks of data for log-returns 1.72 -1.23 0.01 10-Apr-06 0.49 -0.55 -0.91 0.10 3-Apr-06 0 05 -2.57 -0.10 0.02 27-Mar-06 -0.62 -1.98 -3.17 -0.10 in the S&P 500, Walmart, Target, and XYZ 20-Mar-O 0.33 0.25 13-Mar-06 2.02 3.01 0.86 0.49 6-Mar-06 -0.45 0.00 -0.15 0.49 27-Feb-06 -0.17 -0.26 -1.22 0.12 corporations are given. 21-Feb-06 0.17 -1.41 -0.48 037 13-Feb-O 1.60 -0.37 0.20 6-Feb-06 0.23 0.57 -0.64 0.09 10-Jan-06 1.53 0.77 1.46 0.20 23-Jan-0 2.50 1.11 0.22 17-Jan-06 -2.03 -0.88 -1.48 0.17 1. Please construct a linear regression 9 Jan-O 0.17 0.09 042 3-Jan-06 2.98 -1.97 -1.17 0.35 7-Dec-05 -1.61 -3.18 -0.98 0.40 model for each of the three stocks with the 19-Dec-05 0.11 -1.89 0.00 12-Dec-05 0.63 2.78 -0.24 0.24 5-Dec-05 0.23 -0.11 0.09 28-Nov-05 -0.25 4.98 -2.49 0.41 S&P500. Interpret and compare the values 21-Nav-05 1.60 1.99 0.02 0.21 14-Nov-05 10 1.03 -5.35 7-Nov-05 -19 2.74 1.82 0.11 of Beta by writing a brief summary. 31-Oct-05 81 4.82 5.31 24-Ock-05 1.60 -0.48 -0.24 0.16 17-Dc4-05 0.59 1.50 2.14 0.24 Assuming the annual risk-free rate is 2%. 10-Oct-05 -0.78 2.31 1.37 0.27 3-Ock-05 -2.68 0.48 1.61 0.20 6-Sep-05 -1.24 0.03 19-Sep-05 -1.83 -1.51 -1.34 12-Sep-05 -0.29 4.41 -2.02 0.04 6-Sep-05 1.93 3.00 2.33 0.11 2. Based on the return data, please 29 Aug-05 107 -2.51 4.52 -0.25 22-Aug-05 -1.20 -1.90 0.80 0.16 15-Aug-05 -0.87 4.04 2.01 040 8-Aug-05 0.32 -1.25 2.00 0.01 construct the min-variance portfolio and -Aug-05 -0.63 -0.08 035 5Ju-05 0.04 -0.39 -0.60 0.49 18-Jul-05 0.47 -1.43 0.69 0 33 optimal portfolio. 11-Jul-05 1 33 0.71 3.10 0.45 5Ju-05 3.37 4.36 0.30 7-Jun-05 024 1.92 0.89 0.46 20-Jun-05 3.20 -0.63 047 13-Jun-O 1 57 1.98 1.62 0.26 8-Jun-05 0.17 1.34 -0.69 039 31-Mary-05 -0.23 0.17 0.79 037 23-May-05 0.80 0.19 3.11 16-May-05 3.05 0.41 7.18 0.02 9-May-O 1.48 -3.72 3.44 0.28 2-May-05 1.25 3.85 1.00 0.13 25-Ap-05 0.41 0.71 -0.48 0.48 18-Apr-05 0.83 -1.87 0.14 11-Apr 05 -1.79 409 0.26 4 Ap-05 0.71 -0.85 1.33 0.26 28-Mar-05 0.13 -3.30 -1.39 0.29 21-Mar-05 -1.53 -1.54 -1.31 0.05 4-Mar-05 -0.87 0.00 -1.91 0.16 7-Mar-05 -2.83 -1.23 0.38 28-Feb-0 0.89 3.14 1.98 0.44 22-Feb-05 2.33 0 33 14-Feb-05 -0.31 1.19 2.98 0.40 7-Feb-05 0.19 -2.55 4.43 021 31-Jan-05 2.70 1.96 4.11 0.25 24-Jan-0 0.30 -1.09 0.78 0.40 18-Jan-05 -1.41 -1.81 -1.30 0.27 10-Jan-05 -0.14 0.00 1.48 0.49 3-Jan-05 -2.12 2.21 -5.61 0.34 27-Dec-04 0.15 0.52 2.84 -0.30 20-Dec-04 1.33 1 02 -0.08 0.20 13-Dec-04 0.52 -1.08 -2.27 0.20 6-Dec-04 -0.27 -0.40 0.00 0.45 29-Nov-04 0.72 4.33 -0.99 0.12 22-Now-04 1.05 0.13 1.79 0.02 15-Nov-04 1-17 -2.81 -1.25 0.05 8-Nav-04 0.67 0.37 0.02 1-Nov-04 3.18 4.74 3.62 0.19 15-Oct-04 3.14 3.70 4.84 044 18-Oct-0 -1.12 -1.03 1.75 0.13 11-Oct-04 124 -0.60 -0.92 0.49 4-DC1-04 -0.54 4.12 0.22 27-Sep-04 1.93 0.62 -1.66 0.16 20-Sep-04 -1.63 0.62 1.99 13-Sep-04 -1.81 -1.08 0.25 -Sep-04 0.92 0.36 -0.24 0.34 30-Aug-04 0.53 -0.57 2.21 0.03 23-Aug-04 0.83 -1.99 2.56 0.20 16-Aug-04 3.15 2.58 2.22 0.14 1Aug-04 0.08 4.04 5.22 0.39 Aug-04 3.43 - 3.18 -6.40 28-Jul-O 1.43 -0.53 0.17 19-Ju-04 -1.38 0.97 3.37 0.36 12-Jul-04 -1.03 1.72 2.75 043 6-Jul-04 -1.12 -0.33 -1.17 027 28-Jun-04 -0.80 -1.11 6.07
