IBM 0.12 3.50 Target -0.06 -5.64 One hundred weeks of data for log-returns in the S&P 500, Walmart, Target, and XYZ corporations are given. -1.49 4.93 - 1.73 -4.28 2.72 4.41 SP500 -0.39 -1.87 -2.60 1.16 -0.05 1.72 -0.49 0.05 -0.62 -0.33 2.02 -0.45 -0.17 0.17 1.60 0.23 1. Please construct a linear regression model for each of the three stocks with the S&P500. Interpret and compare the values of Beta by writing a brief summary. Assuming the annual risk-free rate is 2%. 0.11 -0.55 -2.57 -1.98 3.20 3.01 0.00 -0.26 -1.41 0.77 0.57 -0.77 2.50 -0.88 - 1.05 2. Based on the return data, please construct the min- variance portfolio and optimal portfolio. -1.53 1.76 -2.03 0.17 2.98 Date 22-May-06 15-May-06 8-May-06 1-May-06 24-Apr-06 17-Apr-06 10-Apr-06 3-Apr-06 27-Mar-06 20-Mar-06 13-Mar-06 6-Mar-06 27-Feb-06 21-Feb-06 13-Feb-06 6-Feb-06 30-Jan-06 23-Jan-06 17-Jan-06 9-Jan-06 3-Jan-06 27-Dec-05 19-Dec-05 12-Dec-05 5-Dec-05 28-Nov-05 21-Nov-05 14-Nov-05 7-Nov-05 31-Oct-05 24-Oct-05 17-Oct-05 10-Oct-05 3-Oct-05 26-Sep-05 19-Sep-05 12-Sep-05 6-Sep-05 29-Aug-05 22-Aug-05 15-Aug-05 8-Aug-05 1-Aug-05 25-Jul-05 18-Jul-05 11-Jul-05 - 1.23 -0.91 -0.10 -3.17 -0.11 0.86 -0.15 - 1.22 -0.48 -0.37 -0.64 1.46 1.11 -1.48 0.09 - 1.17 -0.98 3.44 -0.24 -0.11 -2.49 0.02 -5.35 1.82 5.31 -1.97 -3.18 - 1.89 XYZ 0.32 0.24 -0.03 -0.47 0.12 -0.01 -0.10 -0.02 -0.10 -0.25 0.49 -0.49 0.12 -0.37 0.20 -0.09 -0.20 0.22 0.17 0.42 0.35 0.40 0.00 0.24 0.09 -0.41 0.21 0.08 0.11 -0.08 -0.16 -0.24 -0.27 0.20 0.03 0.05 0.04 0.11 -0.25 -0.16 0.40 -0.01 -0.35 -0.49 0.33 -0.45 -1.61 0.11 0.63 -0.45 -0.25 1.60 1.10 1.19 1.81 1.60 -0.59 -0.78 2.78 0.23 -4.98 1.99 1.03 -0.24 2.14 1.37 1.61 -2.68 1.11 -1.83 -0.29 1.93 1.07 - 1.20 -0.87 0.32 -0.63 0.04 0.47 1.33 2.74 4.82 -0.48 1.50 2.31 0.48 1.42 -1.51 -4.41 3.00 -2.51 -1.90 -4.04 -1.25 -0.06 -0.39 -1.43 0.71 - 1.24 -1.34 -2.02 2.33 -4.52 0.60 -2.01 2.00 -5.57 -0.60 0.69 3.10