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For this section, use the single stock returns in returns. You may select years and +1, but only use stocks with complete returns data for

For this section, use the single stock returns in returns. You may select years and +1, but only use stocks with complete returns data for years and +1.

1) Do mean returns in year predict mean returns in year +1?

2) Does volatility in year predict volatility in year +1?

3)Do Sharpe Ratios in year predict Sharpe Ratios in year +1?

4)Do CAPM betas in year predict CAPM betas in year +1?

5) Does volatility in year predict mean returns in year +1?

6) Does CAPM beta in year predict mean returns in year +1?

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