Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Please show the solution. XOM DRI MKT RF 0.663 6.558 -2.66 0.16 23.293 -9.327 2.27 0.16 -5.858 14.46 -1.69 0.21 -4.312 -2.063 -2.52 0.21 -0.969

image text in transcribed

image text in transcribed

image text in transcribed

Please show the solution.

XOM DRI MKT RF 0.663 6.558 -2.66 0.16 23.293 -9.327 2.27 0.16 -5.858 14.46 -1.69 0.21 -4.312 -2.063 -2.52 0.21 -0.969 8.2362 3.79 0.24 2.2754 1.5636 1.15 0.23 2.2248 5.2001 4.33 0.24 2.4437 -9.496 -0.59 0.3 6.0939 -3.306 106 0.29 - 11.65 7.4693 -2.08 0.27 3.8767 10.373 4.04 0.31 -3.196 8.6779 0.35 0.32 11.704 4.5546 4.01 0.35 -4.885 3.1707 -0.16 0.34 2.5121 -2.191 1.91 0.37 3.6486 -3.005 1.3 0.36 -2.942 -10.56 -3.1 0.43 0.7218 11.244 -0.04 0.4 10.408 -14.21 -0.19 0.4 0.357 4.7525 2.51 0.42 -0.841 19.975 1.95 0.41 6.4406 -0.84 3.71 0.41 8.0116 -4.158 2.37 0.42 -0.227 0.0276 1.08 0.4 -3.312 -2.541 1.94 0.44 -2.852 4.7052 -1.4 0.38 5.2663 0.4873 1.29 0.43 5.2041 1.2662 3.99 0.44 5.2337 9.8696 3.89 0.41 0.844 -3.462 -1.48 0.4 1.4937 -2.834 -3.18 0.4 1.1038 -2.297 1.16 0.42 7.9684 0.6341 4.09 0.32 -0.616 3.1504 2.58 0.32 -2.701 -7.457 -4.93 0.34 5.0841 -30.36 -0.43 0.27 -8.533 3.0016 -6.23 0.21 1.9757 8.819 -2.2 0.13 -2.796 5.5673 -1.05 0.17 10.042 9.8798 5.12 0.17 -4.207 -3.736 2.38 0.17 -0.706 -6.753 -7.86 0.17 -8.738 2.6396 -132 0.15 -0.013 -10.09 1.1 0.12 -2.945 -2.237 -9.81 0.15 -4.559 -21.94 -18.47 0.08 8.7694 -17.49 -8.52 0.02 -0.406 54.048 2.15 0.09 -4.199 -6.314 -7.74 0 -10.77 3.5109 -10.1 0.01 0.2926 26.238 8.77 0.01 -2.088 8.5238 11.06 0.01 4.6417 -2.163 6.73 0 0.7942 -8.813 -0.28 0 0.6988 -1.021 8.25 0.01 -1.166 1.6436 3.19 0.01 -0.777 3.6462 4.52 4.4565 -10.52 -2.84 5.3474 3.6923 5.74 -9.167 11.606 2.92 MKT-RF -2.82 2.11 -1.9 -2.73 3.55 0.92 4.09 -0.89 0.77 -2.35 3.73 0.03 3.66 -0.5 1.54 0.94 -3.53 -0.44 -0.59 2.09 1.54 3.3 1.95 0.68 1.5 -1.78 0.86 3.55 3.48 -1.88 -3.58 0.74 3.77 2.26 -5.27 -0.7 -6.44 -2.33 -122 4.95 2.21 -8.03 -1.47 0.98 -9.96 -18.55 -8.54 2.06 -7.74 - 10.11 8.76 11.05 6.73 -0.28 8.24 3.18 4.52 -2.84 5.74 2.92 650OOO ii. XOM= DRIN RF= Correlation= Average Return Standard Deviation 0.808 5.910 1.166 11.669 0.232 -0.210 Does the existence of Exxon and Darden violate the CAPM? (Hint: You will need to use the data on the market excess returns). (5 points) XOM DRI MKT RF 0.663 6.558 -2.66 0.16 23.293 -9.327 2.27 0.16 -5.858 14.46 -1.69 0.21 -4.312 -2.063 -2.52 0.21 -0.969 8.2362 3.79 0.24 2.2754 1.5636 1.15 0.23 2.2248 5.2001 4.33 0.24 2.4437 -9.496 -0.59 0.3 6.0939 -3.306 106 0.29 - 11.65 7.4693 -2.08 0.27 3.8767 10.373 4.04 0.31 -3.196 8.6779 0.35 0.32 11.704 4.5546 4.01 0.35 -4.885 3.1707 -0.16 0.34 2.5121 -2.191 1.91 0.37 3.6486 -3.005 1.3 0.36 -2.942 -10.56 -3.1 0.43 0.7218 11.244 -0.04 0.4 10.408 -14.21 -0.19 0.4 0.357 4.7525 2.51 0.42 -0.841 19.975 1.95 0.41 6.4406 -0.84 3.71 0.41 8.0116 -4.158 2.37 0.42 -0.227 0.0276 1.08 0.4 -3.312 -2.541 1.94 0.44 -2.852 4.7052 -1.4 0.38 5.2663 0.4873 1.29 0.43 5.2041 1.2662 3.99 0.44 5.2337 9.8696 3.89 0.41 0.844 -3.462 -1.48 0.4 1.4937 -2.834 -3.18 0.4 1.1038 -2.297 1.16 0.42 7.9684 0.6341 4.09 0.32 -0.616 3.1504 2.58 0.32 -2.701 -7.457 -4.93 0.34 5.0841 -30.36 -0.43 0.27 -8.533 3.0016 -6.23 0.21 1.9757 8.819 -2.2 0.13 -2.796 5.5673 -1.05 0.17 10.042 9.8798 5.12 0.17 -4.207 -3.736 2.38 0.17 -0.706 -6.753 -7.86 0.17 -8.738 2.6396 -132 0.15 -0.013 -10.09 1.1 0.12 -2.945 -2.237 -9.81 0.15 -4.559 -21.94 -18.47 0.08 8.7694 -17.49 -8.52 0.02 -0.406 54.048 2.15 0.09 -4.199 -6.314 -7.74 0 -10.77 3.5109 -10.1 0.01 0.2926 26.238 8.77 0.01 -2.088 8.5238 11.06 0.01 4.6417 -2.163 6.73 0 0.7942 -8.813 -0.28 0 0.6988 -1.021 8.25 0.01 -1.166 1.6436 3.19 0.01 -0.777 3.6462 4.52 4.4565 -10.52 -2.84 5.3474 3.6923 5.74 -9.167 11.606 2.92 MKT-RF -2.82 2.11 -1.9 -2.73 3.55 0.92 4.09 -0.89 0.77 -2.35 3.73 0.03 3.66 -0.5 1.54 0.94 -3.53 -0.44 -0.59 2.09 1.54 3.3 1.95 0.68 1.5 -1.78 0.86 3.55 3.48 -1.88 -3.58 0.74 3.77 2.26 -5.27 -0.7 -6.44 -2.33 -122 4.95 2.21 -8.03 -1.47 0.98 -9.96 -18.55 -8.54 2.06 -7.74 - 10.11 8.76 11.05 6.73 -0.28 8.24 3.18 4.52 -2.84 5.74 2.92 650OOO ii. XOM= DRIN RF= Correlation= Average Return Standard Deviation 0.808 5.910 1.166 11.669 0.232 -0.210 Does the existence of Exxon and Darden violate the CAPM? (Hint: You will need to use the data on the market excess returns). (5 points)

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access with AI-Powered Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started