For the templates:type in the link, click third edition, then click student resources,find chapter 9, then click exercise templates. it will open a excel spread sheet with all the info you need. Thank you!!

Note: The data for these exercises can be found on the Benninga, Principles of Finance with Excel, Third Edition companion website (www.oup.com/us/Benninga). 1. The template for this exercise gives price information for four oil companies. a. Compute the stock returns and the individual regressions of returns on the S&P 500. b. For an equally weighted portfolio of the four oil stocks, compute the regression on the S&P 500. Show that the R2 of the regression is greater than the weighted average R2 of the individual stocks. The template for this question shows the market cap of each of the stocks. Use these data to construct a value-weighted portfolio. Show that the R2 of the regression of this portfolio's retums on the S&P 500 is greater than the value-weighted average R2 of the individual c. stocks Note: The data for these exercises can be found on the Benninga, Principles of Finance with Excel, Third Edition companion website (www.oup.com/us/Benninga). 1. The template for this exercise gives price information for four oil companies. a. Compute the stock returns and the individual regressions of returns on the S&P 500. b. For an equally weighted portfolio of the four oil stocks, compute the regression on the S&P 500. Show that the R2 of the regression is greater than the weighted average R2 of the individual stocks. The template for this question shows the market cap of each of the stocks. Use these data to construct a value-weighted portfolio. Show that the R2 of the regression of this portfolio's retums on the S&P 500 is greater than the value-weighted average R2 of the individual c. stocks