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Given the following stock returns and market returns solve for beta. Rm (S&P 500) Month 1 2 3 4 5 6 7 8 9
Given the following stock returns and market returns solve for beta. Rm (S&P 500) Month 1 2 3 4 5 6 7 8 9 10 11 12 Ri 0.02 0.03 -0.01 -0.04 0.09 0.14 0.055 0.3 0.24 0.44 0.12 -0.14 0.01 0.02 -0.002 -0.01 0.04 0.15 0.025 0.1 0.2 0.25 0.03 -0.1
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To solve for beta we need to use the following formula Beta CovRi Rm VarRm where CovRi Rm is the c...
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Understanding Basic Statistics
Authors: Charles Henry Brase, Corrinne Pellillo Brase
6th Edition
978-1133525097, 1133525091, 1111827028, 978-1133110316, 1133110312, 978-1111827021
