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PLEASE SHOW THE STEPS AND FORMULAS. THANK YOU Stock X Market Stock Y Market 0.11 0.13 0.14 0.13 0.19 0.1 0.07 0.1 -0.16 -0.12 -0.05
PLEASE SHOW THE STEPS AND FORMULAS. THANK YOU
Stock X | Market | Stock Y | Market | ||
0.11 | 0.13 | 0.14 | 0.13 | ||
0.19 | 0.1 | 0.07 | 0.1 | ||
-0.16 | -0.12 | -0.05 | -0.12 | ||
0.03 | 0.01 | 0.01 | 0.01 | ||
0.2 | 0.15 | 0.11 | 0.15 | ||
0.04 | 0.06 | 0.12 | 1.6 | ||
0.03 | 0.05 | 0.11 | 0.14 | ||
-0.22 | -0.02 | 0.15 | 0.11 | ||
0.1 | 0.11 | -0.2 | -0.06 | ||
0.08 | 0.09 | 0.02 | 0.01 | ||
0.03 | -0.01 | 0.01 | 0.11 | ||
A. Compute the Beta Coefficient for Stock X and Stock Y using both regression and the formula given in your text. Highlight your answers in red. Did both methods result in the same answer? B. What is Sharpe's Beta Coefficient? What does it mean, and why did Sharpe publish it?
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