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Retrieve from yahoo finance the adjusted monthly closing prices for MSFT , BAC, JNJ , COST, and XOM from November 2 0 1 3 to
Retrieve from yahoo finance the adjusted monthly closing prices for MSFT BAC, JNJ COST, and XOM from November to December form an equally weighted portfolio, and calculate the monthly portfolio returns. You should have data points monthly returns Download the FamaFrench factor file and the Momentum factor file from Kenneth French's website or use the data files posted under the Multifactor Data folder in the Miscellaneous tab. Transform the data from KF into decimal format by dividing each cell by Run three regressions where the dependent variable is the monthly excess return of your portfolio and the models are CAPM, Fama French Factor, and Carhart Factor. Write a paragraph about the results.
Retrieve from yahoo finance the adjusted monthly closing prices for MSFT BAC, JNJ COST, and XOM from November to December form an equally weighted portfolio, and calculate the monthly portfolio returns. You should have data points monthly returns Download the FamaFrench factor file and the Momentum factor file from Kenneth French's website or use the data files posted under the Multifactor Data folder in the Miscellaneous tab. Transform the data from KF into decimal format by dividing each cell by Run three regressions where the dependent variable is the monthly excess return of your portfolio and the models are CAPM, Fama French Factor, and Carhart Factor. Write a paragraph about the results.
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