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please refers to yahoo finance to receive the historical data Question 1. Using a risk free rate of 3% Compute the Expected and Abnormal Returns

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please refers to yahoo finance to receive the historical data
image text in transcribed
Question 1. Using a risk free rate of 3% Compute the Expected and Abnormal Returns of the companies Disney and Wal-Mart. Also compute the T test, Cumulative returns, and Market Model Regression stats specifically for the Intercept, Slope, R square, and Standard error of regression. Once completed, identify the Estimate Window, Event Window & Post-Event Window. 3 7 1 DISNEY WALMART 2 Date Close Price Date Close Price 5/8/2020 109.160004 109.160004 5/8/2020 122.940002 4 5/11/2020 107.769997 5/11/2020 123.669998 5 5/12/2020 104.559998 5/12/2020 123.779999 6 5/13/2020 102.919998 5/13/2020 123.709999 5/14/2020 105.910004 5/14/2020 123.419998 8 5/15/2020 109.050003 5/15/2020 125.940002 9 5/18/2020 116.849998 5/18/2020 127.660004 10 5/19/2020 114.370003 5/19/2020 124.949997 5/20/2020 119.919998 5/20/2020 125.449997 12 5/21/2020 117.830002 5/21/2020 124.989998 13 5/22/2020 118.019997 5/22/2020 124.330002 14 5/26/2020 120.949997 5/26/2020 123.860001 15 5/27/2020 121.529999 5/27/2020 122.480003 16 5/28/2020 116.75 5/28/2020 123.690002 17 5/29/2020 117.300003 5/29/2020 124.059998 18 Question 1. Using a risk free rate of 3% Compute the Expected and Abnormal Returns of the companies Disney and Wal-Mart. Also compute the T test, Cumulative returns, and Market Model Regression stats specifically for the Intercept, Slope, R square, and Standard error of regression. Once completed, identify the Estimate Window, Event Window & Post-Event Window. 3 7 1 DISNEY WALMART 2 Date Close Price Date Close Price 5/8/2020 109.160004 109.160004 5/8/2020 122.940002 4 5/11/2020 107.769997 5/11/2020 123.669998 5 5/12/2020 104.559998 5/12/2020 123.779999 6 5/13/2020 102.919998 5/13/2020 123.709999 5/14/2020 105.910004 5/14/2020 123.419998 8 5/15/2020 109.050003 5/15/2020 125.940002 9 5/18/2020 116.849998 5/18/2020 127.660004 10 5/19/2020 114.370003 5/19/2020 124.949997 5/20/2020 119.919998 5/20/2020 125.449997 12 5/21/2020 117.830002 5/21/2020 124.989998 13 5/22/2020 118.019997 5/22/2020 124.330002 14 5/26/2020 120.949997 5/26/2020 123.860001 15 5/27/2020 121.529999 5/27/2020 122.480003 16 5/28/2020 116.75 5/28/2020 123.690002 17 5/29/2020 117.300003 5/29/2020 124.059998 18

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