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Please see attached. I also need the excel formulas. Thank you. Problem 12-11 Use the data far below to estimate the beta of Nike and
Please see attached. I also need the excel formulas. Thank you.
Problem 12-11 Use the data far below to estimate the beta of Nike and Dell stock based on their monthly returns from 2007-2011. Nike beta Dell beta Date Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Risk-free Rate 0.00433 0.00384 0.00426 0.00435 0.00405 0.00392 0.00396 0.00421 0.00335 0.00321 0.00340 0.00292 0.00243 0.00133 0.00187 0.00103 0.00095 0.00175 0.00144 0.00128 0.00153 0.00079 0.00023 0.00003 Excess Returns NKE -0.00243 0.05750 0.02070 0.01373 0.05356 0.03069 -0.03164 -0.00192 0.04468 0.12959 -0.00930 -0.01795 -0.04898 -0.01464 0.13370 -0.01752 0.02346 -0.12514 -0.01561 0.03282 0.10786 -0.13846 -0.07601 -0.03763 DELL S&P 500 -0.03455 0.01512 -0.05660 -0.01956 0.01544 0.01119 0.08645 0.04429 0.06717 0.03490 0.06107 -0.01661 -0.02013 -0.03101 0.00973 0.01499 -0.02284 0.03740 0.10884 0.01591 -0.19829 -0.04181 -0.00123 -0.00694 -0.18223 -0.05998 -0.00704 -0.03248 0.00101 -0.00432 -0.06478 0.04870 0.23810 0.01295 -0.05114 -0.08430 0.12252 -0.00841 -0.11531 0.01447 -0.24165 -0.08911 -0.25994 -0.16795 -0.08430 -0.07175 -0.08303 0.01064 NKE -0.00675 0.05366 0.01645 0.00938 0.04951 0.02677 -0.03560 -0.00613 0.04133 0.12637 -0.01270 -0.02088 -0.05141 -0.01596 0.13183 -0.01855 0.02252 -0.12689 -0.01705 0.03153 0.10633 -0.13926 -0.07624 -0.03766 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10 Dec-10 Jan-11 Feb-11 Mar-11 Apr-11 May-11 Jun-11 Jul-11 Aug-11 Sep-11 Oct-11 Nov-11 Dec-11 Requirements 0.00002 0.00015 0.00016 0.00013 0.00002 0.00008 0.00012 0.00012 0.00008 0.00004 0.00000 0.00006 0.00003 0.00001 0.00007 0.00011 0.00011 0.00013 0.00014 0.00013 0.00013 0.00011 0.00011 0.00014 0.00007 0.00012 0.00007 0.00005 0.00001 0.00004 -0.00003 0.00008 0.00000 0.00001 0.00000 0.00000 -0.11273 -0.08228 0.13589 0.11896 0.08722 -0.08854 0.09390 -0.02206 0.17365 -0.03893 0.04353 0.02239 -0.03513 0.06041 0.09161 0.03286 -0.04657 -0.06316 0.09005 -0.04937 0.14916 0.01618 0.05761 -0.00466 -0.03445 0.07943 -0.14682 0.08746 0.02594 0.06956 0.00181 -0.03884 -0.00951 0.12666 -0.00168 0.00569 -0.07283 -0.10191 0.11111 0.22660 -0.00434 0.18641 -0.02570 0.18312 -0.03567 -0.05350 -0.02233 0.01713 -0.10175 0.02578 0.13481 0.07852 -0.17735 -0.09531 0.09783 -0.11043 0.10188 0.10956 -0.08193 0.02517 -0.02902 0.20307 -0.08344 0.06671 0.03909 0.03699 -0.02600 -0.08442 -0.04881 0.11761 -0.00319 -0.05438 -0.08429 -0.10648 0.08760 0.09571 0.05593 0.00199 0.07563 0.03610 0.03732 -0.01858 0.05998 0.01931 -0.03597 0.03098 0.06035 0.01579 -0.07985 -0.05235 0.07006 -0.04514 0.08924 0.03805 0.00013 0.06683 0.02370 0.03426 0.00040 0.02961 -0.01132 -0.01667 -0.02033 -0.05432 -0.07030 0.10929 -0.00221 0.01023 -0.11275 -0.08243 0.13573 0.11883 0.08720 -0.08861 0.09378 -0.02218 0.17357 -0.03897 0.04353 0.02232 -0.03516 0.06040 0.09154 0.03275 -0.04668 -0.06329 0.08991 -0.04949 0.14903 0.01606 0.05750 -0.00480 -0.03451 0.07931 -0.14689 0.08741 0.02593 0.06953 0.00184 -0.03892 -0.00951 0.12665 -0.00169 0.00569 1. You will calculate the beta of the Nike stock by using the function SLOPE. In cell D6, by u function SLOPE and cell references, calculate the beta of the Nike stock (1 pt.). 2. You will calculate the beta of the Dell stock by using the function SLOPE. In cell D7, by us function SLOPE and cell references, calculate the beta of the Dell stock (1 pt.). based on their Excess Returns DELL S&P 500 -0.03888 0.01079 -0.06043 -0.02340 0.01118 0.00693 0.08210 0.03995 0.06313 0.03085 0.05715 -0.02053 -0.02409 -0.03497 0.00552 0.01078 -0.02619 0.03405 0.10563 0.01270 -0.20168 -0.04520 -0.00415 -0.00986 -0.18466 -0.06241 -0.00837 -0.03381 -0.00086 -0.00619 -0.06580 0.04768 0.23715 0.01201 -0.05289 -0.08605 0.12108 -0.00985 -0.11659 0.01318 -0.24318 -0.09064 -0.26073 -0.16874 -0.08453 -0.07198 -0.08306 0.01061 -0.07286 -0.10206 0.11095 0.22647 -0.00435 0.18634 -0.02582 0.18300 -0.03575 -0.05354 -0.02233 0.01707 -0.10178 0.02577 0.13474 0.07841 -0.17746 -0.09544 0.09768 -0.11056 0.10176 0.10945 -0.08205 0.02503 -0.02908 0.20294 -0.08351 0.06666 0.03907 0.03696 -0.02597 -0.08450 -0.04881 0.11759 -0.00319 -0.05438 -0.08431 -0.10662 0.08744 0.09558 0.05591 0.00191 0.07551 0.03599 0.03724 -0.01862 0.05998 0.01925 -0.03600 0.03097 0.06028 0.01568 -0.07996 -0.05248 0.06992 -0.04527 0.08912 0.03794 0.00001 0.06669 0.02363 0.03414 0.00033 0.02956 -0.01133 -0.01670 -0.02031 -0.05441 -0.07030 0.10928 -0.00221 0.01023 SLOPE. In cell D6, by using the e stock (1 pt.). SLOPE. In cell D7, by using the stock (1 pt.)Step by Step Solution
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