Question
PLEASE SHOW CLEAR EXCEL FORMULAS, WILL UPVOTE!!!! USING RETURN ON APPLE AND S&P, CALCULATE RISK FREE RATE AND Estimate equity beta of the company of
PLEASE SHOW CLEAR EXCEL FORMULAS, WILL UPVOTE!!!!
USING RETURN ON APPLE AND S&P, CALCULATE RISK FREE RATE
AND Estimate equity beta of the company of your choice by linear regression method
AND Estimate asset beta for the company of your choice
| R_AAPL | R_S&P | |
| Adj Close S&P | 0.05323647 | |
| 0.12888366 | 3,577.03 | -6.99E-05 |
| 0.05323647 | 3,585.62 | 0.06341839 |
| -6.99E-05 | 3,955.00 | -0.0533227 |
| 0.06341839 | 4,130.29 | 0.03270408 |
| -0.0533227 | 3,785.38 | 0.10266861 |
| 0.03270408 | 4,132.15 | -0.056553 |
| 0.10266861 | 4,131.93 | 0.09680753 |
| -0.056553 | 4,530.41 | 0.01662325 |
| 0.09680753 | 4,373.94 | -0.0117059 |
| 0.01662325 | 4,515.55 | -0.0106362 |
| -0.0117059 | 4,766.18 | 0.06384734 |
| -0.0106362 | 4,567.00 | -0.0542103 |
| 0.06384734 | 4,605.38 | -0.0150197 |
| -0.0542103 | 4,307.54 | 0.13076393 |
| -0.0150197 | 4,522.68 | -0.0055987 |
| 0.13076393 | 4,395.26 | 0.02798337 |
| -0.0055987 | 4,297.50 | 0.1962269 |
| 0.02798337 | 4,204.11 | -0.004825 |
| 0.1962269 | 4,181.17 | -0.0304774 |
| -0.004825 | 3,972.89 | -0.1840448 |
| -0.0304774 | 3,811.15 | -0.1136162 |
| -0.1840448 | 3,714.24 | 0.05515389 |
| -0.1136162 | 3,756.07 | 0.04031475 |
| 0.05515389 | 3,621.63 | 0.10173076 |
| 0.04031475 | 3,269.96 | 0.05643599 |
| 0.10173076 | 3,363.00 | -0.1275727 |
| 0.05643599 | 3,500.31 | 0.1348728 |
| -0.1275727 | 3,271.12 | 0.07639441 |
| 0.1348728 | 3,100.29 | -0.0201839 |
| 0.07639441 | 3,044.31 | 0.07703809 |
| -0.0201839 | 2,912.43 | 0.11068441 |
| 0.07703809 | 2,584.59 | 0.07432889 |
| 0.11068441 | 2,954.22 | 0.10208257 |
| 0.07432889 | 3,225.52 | 0.05400993 |
| 0.10208257 | 3,230.78 | -0.1167976 |
| 0.05400993 | 3,140.98 | -0.0675536 |
| -0.1167976 | 3,037.56 | 0.15537378 |
| -0.0675536 | 2,976.74 | 0.08216464 |
| 0.15537378 | 2,926.46 | 0.1504922 |
| 0.08216464 | 2,980.38 | 0.16513178 |
| 0.1504922 | 2,941.76 | 0.21437971 |
| 0.16513178 | 2,752.06 | -0.1009081 |
| 0.21437971 | 2,945.83 | -0.0600122 |
| -0.1009081 | 2,834.40 | 0.09360653 |
| -0.0600122 | 2,784.49 | 0.11649672 |
| 0.09360653 | 2,704.10 | -0.0055016 |
| 0.11649672 | 2,506.85 | -0.0810852 |
| -0.0055016 | 2,760.17 | 0.00884484 |
| -0.0810852 | 2,711.74 | 0.07621768 |
| 0.00884484 | 2,913.98 | -0.052107 |
| 0.07621768 | 2,901.52 | 0.10097615 |
| -0.052107 | 2,816.29 | 0.06498242 |
| 0.10097615 | 2,718.37 | 0.0409298 |
| 0.06498242 | 2,705.27 | -0.0666403 |
| 0.0409298 | 2,648.05 | 0.05865727 |
| -0.0666403 | 2,640.87 | 0.10347133 |
| 0.05865727 | 2,713.83 | 0.07579653 |
| 0.10347133 | 2,823.81 | -0.0157123 |
| 0.07579653 | 2,673.61 | -0.0552694 |
| -0.0157123 | 2,647.58 | 0.05882064 |
| -0.0552694 | 2,575.26 | -0.0971308 |
| 0.05882064 | 2,519.36 | -0.0558832 |
| -0.0971308 | 2,471.65 | -0.0800801 |
| -0.0558832 | 2,470.30 | 0.18863371 |
| -0.0800801 | 2,423.41 | -0.0325518 |
| 0.18863371 | 2,411.80 | -0.119756 |
| -0.0325518 | 2,384.20 | 0.00101302 |
| -0.119756 | 2,362.72 | -1 |
| 0.00101302 | 2,363.64 | |
| 2,278.87 | ||
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Credit Derivatives Handbook Global Perspectives Innovations And Market Drivers
Authors: Greg Gregoriou, Paul Ali
1st Edition
0071549528, 978-0071549523
