Gather daily closing prices for MTN Group LTD for the period 4 January 2021 to 31 March 2021. The data is obtainable from Yahoo Finance. 

 

Required: 

i.                Scatter plot its returns against the JSE ALSI and comment on the results. 

ii.              Regress its returns against the returns of the JSE ALSI (use excel regression analysis) 

iii.             What is the beta of MTN from your regression? 

iv.             Interpret beta 

v.              The variation of the JSE ALSI explains ________% of the variation in MTN returns 

vi.              Calculate the predicted value of MTN returns if forecasted JSE ALSI returns are 10%.