Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Date Risk-free_Rate NKE HPQ S&P_500 Jan-11 0.145% -3.442% 8.527% 2.330% Feb-11 0.135% 7.941% -4.509% 3.474% Mar-11 0.090% -13.580% -5.693% -0.005% Apr-11 0.040% 8.745% -1.464% 2.896%

Date Risk-free_Rate NKE HPQ S&P_500 Jan-11 0.145% -3.442% 8.527% 2.330% Feb-11 0.135% 7.941% -4.509% 3.474% Mar-11 0.090% -13.580% -5.693% -0.005% Apr-11 0.040% 8.745% -1.464% 2.896% May-11 0.040% 2.587% -7.406% -1.121% Jun-11 0.015% 8.017% -1.915% -1.706% Jul-11 0.090% 0.189% -3.379% -2.000% Aug-11 0.015% -3.882% -25.988% -5.498% Sep-11 0.010% 0.115% -12.738% -6.910% Oct-11 0.005% 12.677% 18.530% 10.915% Nov-11 0.015% -0.176% 5.036% -0.406% Dec-11 0.005% 1.695% -6.890% 1.024% Jan-12 0.055% 7.907% 8.618% 4.637% Feb-12 0.075% 3.779% -9.543% 4.341% Mar-12 0.065% 1.816% -4.803% 3.214% Apr-12 0.090% 3.163% 3.903% -0.668% May-12 0.060% -2.011% -8.401% -6.006% Jun-12 0.080% -18.857% -10.050% 4.045% Jul-12 0.100% 6.345% -9.299% 1.183% Aug-12 0.085% 5.838% -7.456% 2.505% Sep-12 0.090% -2.516% 2.788% 2.543% Oct-12 0.105% -3.719% -18.816% -1.820% Nov-12 0.075% 6.675% -6.209% 0.566% Dec-12 0.035% 7.591% 11.937% 0.902% Jan-13 0.065% 4.748% 15.860% 5.119% Feb-13 0.100% 1.536% 21.987% 1.276% Mar-13 0.065% 8.355% 19.815% 3.795% Apr-13 0.045% 7.778% -13.591% 1.921% May-13 0.030% -2.390% 18.544% 2.361% Jun-13 0.030% 3.276% 2.865% -1.340% Jul-13 0.030% -1.193% 3.548% 5.168% Aug-13 0.020% 0.509% -13.006% -2.999% Sep-13 0.005% 15.632% -4.612% 3.176% Oct-13 0.033% 4.295% 16.103% 4.631% Nov-13 0.055% 4.461% 12.228% 2.964% Dec-13 0.063% -0.025% 3.473% 2.580% Jan-14 0.010% -7.363% 3.645% -3.525% Feb-14 0.043% 8.140% 3.034% 4.552% Mar-14 0.028% -5.671% 9.370% 0.829% Apr-14 0.020% -1.232% 2.163% 0.695% May-14 0.030% 6.086% 1.331% 2.321% Jun-14 0.020% 0.832% 1.589% 2.064% Jul-14 0.018% -0.542% 5.730% -1.344% Aug-14 0.018% 2.463% 6.712% 3.946% Sep-14 0.013% 13.558% -5.731% -1.371% Oct-14 0.003% 4.226% 1.156% 2.355% Nov-14 0.005% 6.798% 8.863% 2.747% Dec-14 0.037% -2.598% 3.641% -0.253% Jan-15 0.005% -4.056% -9.968% -2.963% Feb-15 0.008% 5.886% -3.570% 5.620% Mar-15 0.025% 3.305% -9.551% -1.566% Apr-15 0.005% -1.485% 5.809% 0.983% May-15 0.003% 3.430% 1.304% 1.286% Jun-15 0.010% 6.246% -8.989% -1.999% Jul-15 0.058% 6.665% 1.699% 2.215% Aug-15 0.003% -3.012% -8.060% -6.134% Sep-15 0.005% 10.541% -7.350% -2.489% Oct-15 0.068% 6.554% 5.271% 8.529% Nov-15 0.170% 0.954% 2.422% 0.366% Dec-15 0.148% -5.020% -4.593% -1.729% Jan-16 0.300% -0.784% -17.990% -4.979% Feb-16 0.308% -0.677% 10.093% -0.083% Mar-16 0.193% 0.065% 16.408% 6.721% Apr-16 0.193% -4.116% -0.406% 0.394% May-16 0.283% -6.311% 9.046% 1.701% Jun-16 0.248% 0.254% -5.277% 0.342% Jul-16 0.240% 0.543% 11.633% 3.647% Aug-16 0.320% 3.856% 2.570% 0.120% Sep-16 0.260% -8.380% 8.935% 0.001% Oct-16 0.295% -4.691% -6.697% -1.734% Nov-16 0.468% -0.219% 6.280% 3.684% Dec-16 0.480% 1.877% -2.775% 2.032% Jan-17 0.500% 4.072% 1.415% 1.789% Feb-17 0.523% 8.053% 15.415% 3.929% Mar-17 0.738% -2.187% 3.700% 0.128% Apr-17 0.780% -0.574% 5.257% 0.993% May-17 0.950% -4.367% -0.319% 1.411% Jun-17 0.993% 11.681% -6.116% 0.639% Jul-17 1.053% 0.085% 9.268% 2.055% Aug-17 0.978% -10.262% -0.105% 0.292% Sep-17 1.028% -1.818% 5.308% 2.010% Oct-17 1.123% 6.056% 7.966% 2.356% Nov-17 1.238% 9.875% -0.464% 3.057% Dec-17 1.355% 3.856% -1.402% 1.208%image text in transcribed

Use the data table to estimate the 95% confidence interval for the alpha and beta of Nike and HP Inc. stock using Excel's regression tool (from the data analysis menu) or the linest() function. The 95% confidence interval for the alpha for Nike is (lower) |% and (upper) %. (Round to two decimal places.) Use the data table to estimate the 95% confidence interval for the alpha and beta of Nike and HP Inc. stock using Excel's regression tool (from the data analysis menu) or the linest() function. The 95% confidence interval for the alpha for Nike is (lower) |% and (upper) %. (Round to two decimal places.)

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Balancing Acts Unleashing The Power Of Creativity In Your Life And Work

Authors: Daniel Lamarre

1st Edition

1400223024, 978-1400223022

More Books

Students also viewed these Finance questions

Question

Summarize the eight-stage model of planned change.

Answered: 1 week ago