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Posted on Jul 28, 2024

Date TSLA SPY 12/1/2016 42.738 204.0982 1/1/2017 50.386 208.975 2/1/2017 49.998 217.186 3/1/2017 55.66 216.5155 4/1/2017 62.814 219.616 5/1/2017 68.202 222.7154 6/1/2017 72.322 223.0475 7/1/2017

Date TSLA SPY 12/1/2016 42.738 204.0982 1/1/2017 50.386 208.975 2/1/2017 49.998 217.186 3/1/2017 55.66 216.5155 4/1/2017 62.814 219.616 5/1/2017 68.202 222.7154 6/1/2017 72.322 223.0475 7/1/2017 64.694 228.7421 8/1/2017 71.18 229.4095 9/1/2017 68.22 232.8763 10/1/2017 66.306 239.5467 11/1/2017 61.77 246.8687 12/1/2017 62.27 248.592 1/1/2018 70.862 263.9447 2/1/2018 68.612 254.3476 3/1/2018 53.226 246.389 4/1/2018 58.78 248.6543 5/1/2018 56.946 254.6989 6/1/2018 68.59 255.0184 7/1/2018 59.628 265.6536 8/1/2018 60.332 274.1331 9/1/2018 52.954 274.5204 10/1/2018 67.464 256.7066 11/1/2018 70.096 261.4684 12/1/2018 66.56 237.0621 1/1/2019 61.404 257.5378 2/1/2019 63.976 265.8861 3/1/2019 55.972 269.5117 4/1/2019 47.738 281.7575 5/1/2019 37.032 263.7895 6/1/2019 44,692 280.78 7/1/2019 48.322 286.4116 8/1/2019 45.122 281.6161 9/1/2019 48.174 285.776 10/1/2019 62.984 293.4419 11/1/2019 65.988 304.064 12/1/2019 83.666 311.3678 1/1/2020 130.114 312.7723 2/1/2020 133.598 288.0114 MacBook Air 3/1/2019 55.972 269.5117 4/1/2019 47.738 281.7575 5/1/2019 37.032 263.7895 6/1/2019 44.692 280.78 7/1/2019 48.322 286.4116 8/1/2019 45.122 281.6161 9/1/2019 48.174 285.776 10/1/2019 62.984 293.4419 11/1/2019 65.988 304.064 12/1/2019 83.666 311.3678 1/1/2020 130.114 312.7723 2/1/2020 133.598 288.0114 3/1/2020 104.8 250.5737 4/1/2020 156.376 284.0529 5/1/2020 167 297.5867 6/1/2020 215.962 301.5373 7/1/2020 286.152 320.7006 8/1/2020 498.32 343.0844 9/1/2020 429.01 328.9215 10/1/2020 388.04 322.0041 11/1/2020 567.6 357.0307 12/1/2020 705.67 368.6865 1/1/2021 793.53 366.485 2/1/2021 675.5 376.6753 3/1/2021 667.93 392.4906 4/1/2021 709.44 414.6109 5/1/2021 625.22 417.3333 6/1/2021 679.7 425.3016 7/1/2021 687.2 437.1097 8/1/2021 735.72 450.118 9/1/2021 775.48 427.7696 10/1/2021 1114 459.25 11/1/2021 1144.76 455.56 Question 1 5 pts hw8 part 1.xlsx SPDR S&P 500 ETF (Ticker: SPY) can be used as a proxy for market index. The attached data contain monthly prices of Tesla (Ticker: TSLA) and SPY. Assume that risk-free interest rate is 2% (average T-Bond Yield over the past five years). What is the estimated beta of Tesla? Date TSLA SPY 12/1/2016 42.738 204.0982 1/1/2017 50.386 208.975 2/1/2017 49.998 217.186 3/1/2017 55.66 216.5155 4/1/2017 62.814 219.616 5/1/2017 68.202 222.7154 6/1/2017 72.322 223.0475 7/1/2017 64.694 228.7421 8/1/2017 71.18 229.4095 9/1/2017 68.22 232.8763 10/1/2017 66.306 239.5467 11/1/2017 61.77 246.8687 12/1/2017 62.27 248.592 1/1/2018 70.862 263.9447 2/1/2018 68.612 254.3476 3/1/2018 53.226 246.389 4/1/2018 58.78 248.6543 5/1/2018 56.946 254.6989 6/1/2018 68.59 255.0184 7/1/2018 59.628 265.6536 8/1/2018 60.332 274.1331 9/1/2018 52.954 274.5204 10/1/2018 67.464 256.7066 11/1/2018 70.096 261.4684 12/1/2018 66.56 237.0621 1/1/2019 61.404 257.5378 2/1/2019 63.976 265.8861 3/1/2019 55.972 269.5117 4/1/2019 47.738 281.7575 5/1/2019 37.032 263.7895 6/1/2019 44,692 280.78 7/1/2019 48.322 286.4116 8/1/2019 45.122 281.6161 9/1/2019 48.174 285.776 10/1/2019 62.984 293.4419 11/1/2019 65.988 304.064 12/1/2019 83.666 311.3678 1/1/2020 130.114 312.7723 2/1/2020 133.598 288.0114 MacBook Air 3/1/2019 55.972 269.5117 4/1/2019 47.738 281.7575 5/1/2019 37.032 263.7895 6/1/2019 44.692 280.78 7/1/2019 48.322 286.4116 8/1/2019 45.122 281.6161 9/1/2019 48.174 285.776 10/1/2019 62.984 293.4419 11/1/2019 65.988 304.064 12/1/2019 83.666 311.3678 1/1/2020 130.114 312.7723 2/1/2020 133.598 288.0114 3/1/2020 104.8 250.5737 4/1/2020 156.376 284.0529 5/1/2020 167 297.5867 6/1/2020 215.962 301.5373 7/1/2020 286.152 320.7006 8/1/2020 498.32 343.0844 9/1/2020 429.01 328.9215 10/1/2020 388.04 322.0041 11/1/2020 567.6 357.0307 12/1/2020 705.67 368.6865 1/1/2021 793.53 366.485 2/1/2021 675.5 376.6753 3/1/2021 667.93 392.4906 4/1/2021 709.44 414.6109 5/1/2021 625.22 417.3333 6/1/2021 679.7 425.3016 7/1/2021 687.2 437.1097 8/1/2021 735.72 450.118 9/1/2021 775.48 427.7696 10/1/2021 1114 459.25 11/1/2021 1144.76 455.56 Question 1 5 pts hw8 part 1.xlsx SPDR S&P 500 ETF (Ticker: SPY) can be used as a proxy for market index. The attached data contain monthly prices of Tesla (Ticker: TSLA) and SPY. Assume that risk-free interest rate is 2% (average T-Bond Yield over the past five years). What is the estimated beta of Tesla