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Returns (%) Date Value Weighted Market Shoe Company Jan-02 1.5724 6.3000 Feb-02 2.0840 1.9385 Mar-02 3.5574 2.0465 Apr-02 6.1664 11.2769 May-02 0.8401 0.6496 Jun-02 7.1641

Returns (%)

Date

Value Weighted Market

Shoe Company

Jan-02

1.5724

6.3000

Feb-02

2.0840

1.9385

Mar-02

3.5574

2.0465

Apr-02

6.1664

11.2769

May-02

0.8401

0.6496

Jun-02

7.1641

0.1431

Jul-02

7.9204

8.2599

Aug-02

0.4762

12.5343

Sep-02

10.9334

0.0996

Oct-02

8.7780

9.1004

Nov-02

5.7385

5.1335

Dec-02

5.9013

0.5305

Jan-03

2.6878

0.0078

Feb-03

1.4993

3.9442

Mar-03

0.8051

11.1981

Apr-03

8.2440

4.0160

May-03

5.2503

4.5156

Jun-03

1.2628

4.3639

Jul-03

1.5951

3.3310

Aug-03

1.9486

10.0153

Sep-03

1.2223

6.8128

Oct-03

5.5394

5.0530

Nov-03

0.8384

5.0815

Dec-03

5.1651

1.9958

Jan-04

1.7639

1.6073

Feb-04

1.2698

5.1150

Mar-04

1.5798

6.5638

Apr-04

1.6506

7.6267

May-04

1.2332

1.2169

Jun-04

1.7675

6.6865

Jul-04

3.3546

4.1516

Aug-04

0.2238

3.4101

Sep-04

0.8910

4.7961

Oct-04

1.3063

3.0435

Nov-04

3.9628

3.8685

Dec-04

3.2279

7.2451

Jan-05

2.6322

4.7374

Feb-05

1.8057

0.0801

Mar-05

1.9766

4.0847

Apr-05

2.1631

8.1296

May-05

2.8461

6.8061

Jun-05

0.0426

5.3955

Jul-05

3.3586

3.5672

Aug-05

1.2185

6.0752

Sep-05

0.4540

3.5803

Oct-05

1.9468

2.6815

Nov-05

3.5271

1.1839

Dec-05

0.2371

1.7404

Jan-06

2.2743

7.0241

Feb-06

0.0479

6.9277

Mar-06

0.8548

1.9961

Apr-06

0.9269

4.1375

May-06

3.2296

2.2287

Jun-06

0.2487

0.9470

Jul-06

0.142

2.9470

Aug-06

1.9858

1.9260

Sep-06

2.1318

8.5609

Oct-06

2.7899

4.5196

Nov-06

1.5416

7.2056

Dec-06

0.9100

0.1344

Use the accompanying data to estimate the beta ofnShoe Company

stock using linear regression.

The beta is ........ enter your response here.

(Round to four decimal places.)

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