Please help

jelent Ali content/file?cmd view.content_id=482590 18 course id=41452 1 Fast Remote Merchant Administ Copy of Best Digital Analytics Website Traffic Stati LAUTInformation 2. Download the most recent 5 years of monthly data for VTI, Proctor and Gamble (PG), Exxon Mobil (XOM). Tesla (TSLA), Amazon.com (AMZN), Century Aluminum(CENX), Walmart(WMT), and the 3-month T-Bill (MIRX) using Yahoo Finance. VTI is a low-cost ETF that tracks the Wilshire 5000 index and is our proxy for the market retum. For the stocks and the ETF, enter the ticker and then on the left side menu, click on historical prices Use the adjusted closing prices. For the 3-month T-Bill also use the adjusted close. Note that the T-Bill returns are annual rates that must be converted to monthly rates a. Calculate the monthly return for each stock or ETF For stocks and the ETF, do this the normal way. but make sure you are moving the correct way through time! For the T-Bill, the rate you download is the annualized percentage retum Convert the annualized return you have downloaded to a monthly return as follows: if you download 169, then the monthly return would be (1+0,01697(1/12)-1 or 0.001398 b. Using the data for the stocks and the stock index, calculate the mean and standard deviation for each return series you have calculated and the correlation coefficients between each combination of XOM, TSLA. AMZN. CENX, WMT and VT Use the formulas that are built into Excel Calculate the beas of PG, XOM, TSLA: AMZN. CINX, WMT and graph the results in the Line fit plot reture in Excel Do this by using the monthly excess totum of each stock on the etc return of the index What the of each reso? What does this Is the brelationship manos VII w.co El that tracks the Wild 3000 and is our proxy for the market retar For the stocks and the ETF, enter the ticker and then on the left side menu, click on historical prices Use the adjusted closing prices. For the 3-month T-Bill also use the adjusted close. Note that the T-R returns arenal rates that must be converted to monthly rates. 2. Calculate the monthly retum for each stock or ETF. For stocks and the ETF, do this the normal way. but make sure you are moving the correct way through time! For the T-Bill, the rate you download is the annualized percentage retur. Convert the annualized return you have downloaded to monthly return as follows: if you download 169. then the monthly return wild le (1+0.0169) (1/12) - 1.00 0.001398. b. Using the data for the stocks and the stock index, calculate the mean and standard deviation for each Tetum series you have calculated, and the correlation coeficient between each combination of XOM. TSLA.AMZN. CENX. WMT and VTI (Use the formulus that are built into Excel). Calculate the bes of PG, XOM, TALA, AMZN. CENX, WMT and graph the results amg the Line fit plot feature in Excel. Do this hy regressing the monthly excess return of each stock on the excess return of the index d. What is the of each regression? What does this mean? . Is the beta relationship sticumilaplain how you know this Can you tell how larger the firm specific risk us for each od Explain IVT merasesty is what is your best ess for the incin Esplain your answer jelent Ali content/file?cmd view.content_id=482590 18 course id=41452 1 Fast Remote Merchant Administ Copy of Best Digital Analytics Website Traffic Stati LAUTInformation 2. Download the most recent 5 years of monthly data for VTI, Proctor and Gamble (PG), Exxon Mobil (XOM). Tesla (TSLA), Amazon.com (AMZN), Century Aluminum(CENX), Walmart(WMT), and the 3-month T-Bill (MIRX) using Yahoo Finance. VTI is a low-cost ETF that tracks the Wilshire 5000 index and is our proxy for the market retum. For the stocks and the ETF, enter the ticker and then on the left side menu, click on historical prices Use the adjusted closing prices. For the 3-month T-Bill also use the adjusted close. Note that the T-Bill returns are annual rates that must be converted to monthly rates a. Calculate the monthly return for each stock or ETF For stocks and the ETF, do this the normal way. but make sure you are moving the correct way through time! For the T-Bill, the rate you download is the annualized percentage retum Convert the annualized return you have downloaded to a monthly return as follows: if you download 169, then the monthly return would be (1+0,01697(1/12)-1 or 0.001398 b. Using the data for the stocks and the stock index, calculate the mean and standard deviation for each return series you have calculated and the correlation coefficients between each combination of XOM, TSLA. AMZN. CENX, WMT and VT Use the formulas that are built into Excel Calculate the beas of PG, XOM, TSLA: AMZN. CINX, WMT and graph the results in the Line fit plot reture in Excel Do this by using the monthly excess totum of each stock on the etc return of the index What the of each reso? What does this Is the brelationship manos VII w.co El that tracks the Wild 3000 and is our proxy for the market retar For the stocks and the ETF, enter the ticker and then on the left side menu, click on historical prices Use the adjusted closing prices. For the 3-month T-Bill also use the adjusted close. Note that the T-R returns arenal rates that must be converted to monthly rates. 2. Calculate the monthly retum for each stock or ETF. For stocks and the ETF, do this the normal way. but make sure you are moving the correct way through time! For the T-Bill, the rate you download is the annualized percentage retur. Convert the annualized return you have downloaded to monthly return as follows: if you download 169. then the monthly return wild le (1+0.0169) (1/12) - 1.00 0.001398. b. Using the data for the stocks and the stock index, calculate the mean and standard deviation for each Tetum series you have calculated, and the correlation coeficient between each combination of XOM. TSLA.AMZN. CENX. WMT and VTI (Use the formulus that are built into Excel). Calculate the bes of PG, XOM, TALA, AMZN. CENX, WMT and graph the results amg the Line fit plot feature in Excel. Do this hy regressing the monthly excess return of each stock on the excess return of the index d. What is the of each regression? What does this mean? . Is the beta relationship sticumilaplain how you know this Can you tell how larger the firm specific risk us for each od Explain IVT merasesty is what is your best ess for the incin Esplain your