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I need help on how to code the sample period for this dataset in R Link to CSV: https://www.dropbox.com/s/vqil143rbd2b55m/UPS_KO.csv?dl=0 Use the data setUPS_KO.csv(Links to an
I need help on how to code the sample period for this dataset in R
Link to CSV: https://www.dropbox.com/s/vqil143rbd2b55m/UPS_KO.csv?dl=0
Use the data setUPS_KO.csv(Links to an external site.)
file to answer the following questions:
- Date: This column represents date from 09/2014 to 08/2019.
- Mkt_RF: This column represents market premium (i.e., Market return -risk_free rate).
- SMB: This column represents the value of the size factor.
- HML: This column represents the value of the value factor.
- RF: This column represents risk free rate.
- UPS: This column represents the return of UPS.
- KO: This column represents the return of KO.
Sample Period : 04/2015 to 11/2018 (Inclusive)
Estimate a three-factor model by regressing return in excess of the risk free rate on Mkt_rf; SMB; and HML for both UPS and KO for the sample period.
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