Day (Relative to today [0]) Price of Asset A ($) Return on Market (%)

-21 50

-20 52.3 10

-19 56.4 10.5

-18 55.7 9.8

-17 55.6 9.3

-16 59.4 8.7

-15 60.2 8.9

-14 61.4 9

-13 68.2 8.1

-12 65.4 7.5

-11 63.1 7.1

-10 70.5 6.2

-9 68.2 7.3

-8 73.4 7.5

-7 75.6 7.7

-6 76.1 7

-5 77.3 6.4

-4 74.2 6.5

-3 78.3 7.2

-2 80.4 6.5

-1 79.4 6.2

0 84.1 7

Q1:

Calculate Geometric Average of Returns during past 20 days.

Q2:

Estimate Beta of Asset A.

Q3:

Based on statistics that you have found, what is your level of confidence on this estimated beta for Asset A? (Please answer either, "high"; "medium"; or "low")

Q4:

Using the regression coefficients, what is your estimate for the "Return on Asset A", if Market Return is 15.5%?