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Excess Returns Date Risk-free Rate NKE DELL S&P 500 NKE DELL S&P 500 Jan-07 0.00433 -0.00243 -0.03455 0.01512 -0.00675 -0.03888 0.01079 Feb-07 0.00384 0.05750 -0.05660
Excess Returns | |||||||
Date | Risk-free Rate | NKE | DELL | S&P 500 | NKE | DELL | S&P 500 |
Jan-07 | 0.00433 | -0.00243 | -0.03455 | 0.01512 | -0.00675 | -0.03888 | 0.01079 |
Feb-07 | 0.00384 | 0.05750 | -0.05660 | -0.01956 | 0.05366 | -0.06043 | -0.02340 |
Mar-07 | 0.00426 | 0.02070 | 0.01544 | 0.01119 | 0.01645 | 0.01118 | 0.00693 |
Apr-07 | 0.00435 | 0.01373 | 0.08645 | 0.04429 | 0.00938 | 0.08210 | 0.03995 |
May-07 | 0.00405 | 0.05356 | 0.06717 | 0.03490 | 0.04951 | 0.06313 | 0.03085 |
Jun-07 | 0.00392 | 0.03069 | 0.06107 | -0.01661 | 0.02677 | 0.05715 | -0.02053 |
Jul-07 | 0.00396 | -0.03164 | -0.02013 | -0.03101 | -0.03560 | -0.02409 | -0.03497 |
Aug-07 | 0.00421 | -0.00192 | 0.00973 | 0.01499 | -0.00613 | 0.00552 | 0.01078 |
Sep-07 | 0.00335 | 0.04468 | -0.02284 | 0.03740 | 0.04133 | -0.02619 | 0.03405 |
Oct-07 | 0.00321 | 0.12959 | 0.10884 | 0.01591 | 0.12637 | 0.10563 | 0.01270 |
Nov-07 | 0.00340 | -0.00930 | -0.19829 | -0.04181 | -0.01270 | -0.20168 | -0.04520 |
Dec-07 | 0.00292 | -0.01795 | -0.00123 | -0.00694 | -0.02088 | -0.00415 | -0.00986 |
Jan-08 | 0.00243 | -0.04898 | -0.18223 | -0.05998 | -0.05141 | -0.18466 | -0.06241 |
Feb-08 | 0.00133 | -0.01464 | -0.00704 | -0.03248 | -0.01596 | -0.00837 | -0.03381 |
Mar-08 | 0.00187 | 0.13370 | 0.00101 | -0.00432 | 0.13183 | -0.00086 | -0.00619 |
Apr-08 | 0.00103 | -0.01752 | -0.06478 | 0.04870 | -0.01855 | -0.06580 | 0.04768 |
May-08 | 0.00095 | 0.02346 | 0.23810 | 0.01295 | 0.02252 | 0.23715 | 0.01201 |
Jun-08 | 0.00175 | -0.12514 | -0.05114 | -0.08430 | -0.12689 | -0.05289 | -0.08605 |
Jul-08 | 0.00144 | -0.01561 | 0.12252 | -0.00841 | -0.01705 | 0.12108 | -0.00985 |
Aug-08 | 0.00128 | 0.03282 | -0.11531 | 0.01447 | 0.03153 | -0.11659 | 0.01318 |
Sep-08 | 0.00153 | 0.10786 | -0.24165 | -0.08911 | 0.10633 | -0.24318 | -0.09064 |
Oct-08 | 0.00079 | -0.13846 | -0.25994 | -0.16795 | -0.13926 | -0.26073 | -0.16874 |
Nov-08 | 0.00023 | -0.07601 | -0.08430 | -0.07175 | -0.07624 | -0.08453 | -0.07198 |
Dec-08 | 0.00003 | -0.03763 | -0.08303 | 0.01064 | -0.03766 | -0.08306 | 0.01061 |
Jan-09 | 0.00002 | -0.11273 | -0.07283 | -0.08429 | -0.11275 | -0.07286 | -0.08431 |
Feb-09 | 0.00015 | -0.08228 | -0.10191 | -0.10648 | -0.08243 | -0.10206 | -0.10662 |
Mar-09 | 0.00016 | 0.13589 | 0.11111 | 0.08760 | 0.13573 | 0.11095 | 0.08744 |
Apr-09 | 0.00013 | 0.11896 | 0.22660 | 0.09571 | 0.11883 | 0.22647 | 0.09558 |
May-09 | 0.00002 | 0.08722 | -0.00434 | 0.05593 | 0.08720 | -0.00435 | 0.05591 |
Jun-09 | 0.00008 | -0.08854 | 0.18641 | 0.00199 | -0.08861 | 0.18634 | 0.00191 |
Jul-09 | 0.00012 | 0.09390 | -0.02570 | 0.07563 | 0.09378 | -0.02582 | 0.07551 |
Aug-09 | 0.00012 | -0.02206 | 0.18312 | 0.03610 | -0.02218 | 0.18300 | 0.03599 |
Sep-09 | 0.00008 | 0.17365 | -0.03567 | 0.03732 | 0.17357 | -0.03575 | 0.03724 |
Oct-09 | 0.00004 | -0.03893 | -0.05350 | -0.01858 | -0.03897 | -0.05354 | -0.01862 |
Nov-09 | 0.00000 | 0.04353 | -0.02233 | 0.05998 | 0.04353 | -0.02233 | 0.05998 |
Dec-09 | 0.00006 | 0.02239 | 0.01713 | 0.01931 | 0.02232 | 0.01707 | 0.01925 |
Jan-10 | 0.00003 | -0.03513 | -0.10175 | -0.03597 | -0.03516 | -0.10178 | -0.03600 |
Feb-10 | 0.00001 | 0.06041 | 0.02578 | 0.03098 | 0.06040 | 0.02577 | 0.03097 |
Mar-10 | 0.00007 | 0.09161 | 0.13481 | 0.06035 | 0.09154 | 0.13474 | 0.06028 |
Apr-10 | 0.00011 | 0.03286 | 0.07852 | 0.01579 | 0.03275 | 0.07841 | 0.01568 |
May-10 | 0.00011 | -0.04657 | -0.17735 | -0.07985 | -0.04668 | -0.17746 | -0.07996 |
Jun-10 | 0.00013 | -0.06316 | -0.09531 | -0.05235 | -0.06329 | -0.09544 | -0.05248 |
Jul-10 | 0.00014 | 0.09005 | 0.09783 | 0.07006 | 0.08991 | 0.09768 | 0.06992 |
Aug-10 | 0.00013 | -0.04937 | -0.11043 | -0.04514 | -0.04949 | -0.11056 | -0.04527 |
Sep-10 | 0.00013 | 0.14916 | 0.10188 | 0.08924 | 0.14903 | 0.10176 | 0.08912 |
Oct-10 | 0.00011 | 0.01618 | 0.10956 | 0.03805 | 0.01606 | 0.10945 | 0.03794 |
Nov-10 | 0.00011 | 0.05761 | -0.08193 | 0.00013 | 0.05750 | -0.08205 | 0.00001 |
Dec-10 | 0.00014 | -0.00466 | 0.02517 | 0.06683 | -0.00480 | 0.02503 | 0.06669 |
Jan-11 | 0.00007 | -0.03445 | -0.02902 | 0.02370 | -0.03451 | -0.02908 | 0.02363 |
Feb-11 | 0.00012 | 0.07943 | 0.20307 | 0.03426 | 0.07931 | 0.20294 | 0.03414 |
Mar-11 | 0.00007 | -0.14682 | -0.08344 | 0.00040 | -0.14689 | -0.08351 | 0.00033 |
Apr-11 | 0.00005 | 0.08746 | 0.06671 | 0.02961 | 0.08741 | 0.06666 | 0.02956 |
May-11 | 0.00001 | 0.02594 | 0.03909 | -0.01132 | 0.02593 | 0.03907 | -0.01133 |
Jun-11 | 0.00004 | 0.06956 | 0.03699 | -0.01667 | 0.06953 | 0.03696 | -0.01670 |
Jul-11 | -0.00003 | 0.00181 | -0.02600 | -0.02033 | 0.00184 | -0.02597 | -0.02031 |
Aug-11 | 0.00008 | -0.03884 | -0.08442 | -0.05432 | -0.03892 | -0.08450 | -0.05441 |
Sep-11 | 0.00000 | -0.00951 | -0.04881 | -0.07030 | -0.00951 | -0.04881 | -0.07030 |
Oct-11 | 0.00001 | 0.12666 | 0.11761 | 0.10929 | 0.12665 | 0.11759 | 0.10928 |
Nov-11 | 0.00000 | -0.00168 | -0.00319 | -0.00221 | -0.00169 | -0.00319 | -0.00221 |
Dec-11 | 0.00000 | 0.00569 | -0.05438 | 0.01023 | 0.00569 | -0.05438 | 0.01023 |
Start Excel - completed. | |||||||
You will calculate the beta of the Nike stock by using the function SLOPE. In cell D6, by using the function SLOPE and cell references, calculate the beta of the Nike stock (1 pt.). Do not use absolute cell references. | |||||||
Hint: Use the excess return for Nike stock as the known ys and the excess return of the S&P 500 as the known xs. | |||||||
You will calculate the beta of the Dell stock by using the function SLOPE. In cell D7, by using the function SLOPE and cell references, calculate the beta of the Dell stock (1 pt.). Do not use absolute cell references. | |||||||
Hint: Use the excess return for Dell stock as the known ys and the excess return of the S&P 500 as the known xs. | |||||||
Save the workbook. Close the workbook and then exit Excel. Submit the workbook as directed. |
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