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Sep-12 Oct-12 Nov-12 Dec-12 Jan-13 Feb-13 Mar-13 Apr-13 May-13 Jun-13 Jul-13 Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14 Mar-14 Apr-14 May-14 0.090% 0.105% 0.075% 0.035%
Sep-12 Oct-12 Nov-12 Dec-12 Jan-13 Feb-13 Mar-13 Apr-13 May-13 Jun-13 Jul-13 Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14 Mar-14 Apr-14 May-14 0.090% 0.105% 0.075% 0.035% 0.065% 0.100% 0.065% 0.045% 0.030% 0.030% 0.030% 0.020% 0.005% 0.033% 0.055% 0.063% 0.010% 0.043% 0.028% 0.020% 0.030% - 2.516% -3.719% 6.675% 7.591% 4.748% 1.536% 8.355% 7.778% -2.390% 3.276% - 1.193% 0.509% 15.632% 4.295% 4.461% -0.025% -7.363% 8.140% 5.671% - 1.232% 6.086% 2.788% - 18.816% -6.209% 11.937% 15.860% 21.987% 19.815% - 13.591% 18.544% 2.865% 3.548% - 13.006% -4.612% 16.103% 12.228% 3.473% 3.645% 3.034% 9.370% 2.163% 1.331% 2.543% - 1.820% 0.566% 0.902% 5.119% 1.276% 3.795% 1.921% 2.361% - 1.340% 5.168% - 2.999% 3.176% 4.631% 2.964% 2.580% - 3.525% 4.552% 0.829% 0.695% 2.321% Jun-14 Jul-14 Aug-14 Sep-14 Oct-14 Nov-14 Dec-14 Jan-15 Feb-15 Mar-15 Apr-15 May-15 Jun-15 Jul-15 Aug-15 0.020% 0.018% 0.018% 0.013% 0.003% 0.005% 0.037% 0.005% 0.008% 0.025% 0.005% 0.003% 0.010% 0.058% 0.003% 0.005% 0.068% 0.170% 0.148% 0.300% 0.308% 0.193% 0.832% -0.542% 2.463% 13.558% 4.226% 6.798% - 2.598% - 4.056% 5.886% 3.305% - 1.485% 3.430% 6.246% 6.665% - 3.012% 10.541% 6.554% 0.954% -5.020% -0.784% -0.677% 0.065% 1.589% 5.730% 6.712% -5.731% 1.156% 8.863% 3.641% - 9.968% - 3.570% -9.551% 5.809% 1.304% - 8.989% 1.699% - 8.060% - 7.350% 5.271% 2.422% - 4.593% - 17.990% 10.093% 16.408% 2.064% - 1.344% 3.946% - 1.371% 2.355% 2.747% -0.253% -2.963% 5.620% -1.566% 0.983% 1.286% - 1.999% 2.215% -6.134% -2.489% 8.529% 0.366% - 1.729% - 4.979% -0.083% 6.721% Sep-15 Oct-15 Nov-15 Dec-15 Jan-16 Feb-16 Mar-16 Apr-16 May-16 Jun-16 Jul-16 Aug-16 Sep-16 Oct-16 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Nov-17 Dec-17 0.193% 0.283% 0.248% 0.240% 0.320% 0.260% 0.295% 0.468% 0.480% 0.500% 0.523% 0.738% 0.780% 0.950% 0.993% 1.053% 0.978% 1.028% 1.123% 1.238% 1.355% - 4.116% -6.311% 0.254% 0.543% 3.856% -8.380% -4.691% -0.219% 1.877% 4.072% 8.053% -2.187% -0.574% - 4.367% 11.681% 0.085% - 10.262% - 1.818% 6.056% 9.875% 3.856% -0.406% 9.046% -5.277% 11.633% 2.570% 8.935% -6.697% 6.280% -2.775% 1.415% 15.415% 3.700% 5.257% -0.319% -6.116% 9.268% -0.105% 5.308% 7.966% -0.464% - 1.402% 0.394% 1.701% 0.342% 3.647% 0.120% 0.001% - 1.734% 3.684% 2.032% 1.789% 3.929% 0.128% 0.993% 1.411% 0.639% 2.055% 0.292% 2.010% 2.356% 3.057% 1.208% Use the data table to estimate the 95% confidence interval for the alpha and beta of Nike and HP Inc. stock using Excel's regression tool (from the data analysis menu) or the linest() function. Run the regression with excess returns. The 95% confidence interval for the alpha for Nike is (lower) % and (upper) %. (Round to two decimal places.) The 95% confidence interval for the alpha for HP Inc. is (lower) % and (upper) (%. (Round to two decimal places.) The 95% confidence interval for the beta for Nike is (lower) and (upper). (Round to two decimal places.) The 95% confidence interval for the beta for HP Inc. is (lower) and (upper) (Round to two decimal places.) Date Jan-11 Feb-11 Mar-11 Apr-11 May-11 Jun-11 Jul-11 Aug-11 Sep-11 Oct-11 Nov-11 Dec-11 Jan-12 Feb-12 Mar-12 Apr-12 May-12 Jun-12 Jul-12 Aug-12 Risk-free Rate 0.145% 0.135% 0.090% 0.040% 0.040% 0.015% 0.090% 0.015% 0.010% 0.005% 0.015% 0.005% 0.055% 0.075% 0.065% 0.090% 0.060% 0.080% 0.100% 0.085% NKE - 3.442% 7.941% 13.580% 8.745% 2.587% 8.017% 0.189% - 3.882% 0.115% 12.677% -0.176% 1.695% 7.907% 3.779% 1.816% 3.163% - 2.011% - 18.857% 6.345% 5.838% HPQ 8.527% - 4.509% -5.693% - 1.464% - 7.406% -1.915% -3.379% - 25.988% - 12.738% 18.530% 5.036% -6.890% 8.618% -9.543% - 4.803% 3.903% -8.401% 10.050% - 9.299% - 7.456% S&P 500 2.330% 3.474% -0.005% 2.896% - 1.121% - 1.706% - 2.000% - 5.498% -6.910% 10.915% -0.406% 1.024% 4.637% 4.341% 3.214% -0.668% -6.006% 4.045% 1.183% 2.505% Sep-12 Oct-12 Nov-12 Dec-12 Jan-13 Feb-13 Mar-13 Apr-13 May-13 Jun-13 Jul-13 Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14 Mar-14 Apr-14 May-14 0.090% 0.105% 0.075% 0.035% 0.065% 0.100% 0.065% 0.045% 0.030% 0.030% 0.030% 0.020% 0.005% 0.033% 0.055% 0.063% 0.010% 0.043% 0.028% 0.020% 0.030% - 2.516% -3.719% 6.675% 7.591% 4.748% 1.536% 8.355% 7.778% -2.390% 3.276% - 1.193% 0.509% 15.632% 4.295% 4.461% -0.025% -7.363% 8.140% 5.671% - 1.232% 6.086% 2.788% - 18.816% -6.209% 11.937% 15.860% 21.987% 19.815% - 13.591% 18.544% 2.865% 3.548% - 13.006% -4.612% 16.103% 12.228% 3.473% 3.645% 3.034% 9.370% 2.163% 1.331% 2.543% - 1.820% 0.566% 0.902% 5.119% 1.276% 3.795% 1.921% 2.361% - 1.340% 5.168% - 2.999% 3.176% 4.631% 2.964% 2.580% - 3.525% 4.552% 0.829% 0.695% 2.321% Jun-14 Jul-14 Aug-14 Sep-14 Oct-14 Nov-14 Dec-14 Jan-15 Feb-15 Mar-15 Apr-15 May-15 Jun-15 Jul-15 Aug-15 0.020% 0.018% 0.018% 0.013% 0.003% 0.005% 0.037% 0.005% 0.008% 0.025% 0.005% 0.003% 0.010% 0.058% 0.003% 0.005% 0.068% 0.170% 0.148% 0.300% 0.308% 0.193% 0.832% -0.542% 2.463% 13.558% 4.226% 6.798% - 2.598% - 4.056% 5.886% 3.305% - 1.485% 3.430% 6.246% 6.665% - 3.012% 10.541% 6.554% 0.954% -5.020% -0.784% -0.677% 0.065% 1.589% 5.730% 6.712% -5.731% 1.156% 8.863% 3.641% - 9.968% - 3.570% -9.551% 5.809% 1.304% - 8.989% 1.699% - 8.060% - 7.350% 5.271% 2.422% - 4.593% - 17.990% 10.093% 16.408% 2.064% - 1.344% 3.946% - 1.371% 2.355% 2.747% -0.253% -2.963% 5.620% -1.566% 0.983% 1.286% - 1.999% 2.215% -6.134% -2.489% 8.529% 0.366% - 1.729% - 4.979% -0.083% 6.721% Sep-15 Oct-15 Nov-15 Dec-15 Jan-16 Feb-16 Mar-16 Apr-16 May-16 Jun-16 Jul-16 Aug-16 Sep-16 Oct-16 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Nov-17 Dec-17 0.193% 0.283% 0.248% 0.240% 0.320% 0.260% 0.295% 0.468% 0.480% 0.500% 0.523% 0.738% 0.780% 0.950% 0.993% 1.053% 0.978% 1.028% 1.123% 1.238% 1.355% - 4.116% -6.311% 0.254% 0.543% 3.856% -8.380% -4.691% -0.219% 1.877% 4.072% 8.053% -2.187% -0.574% - 4.367% 11.681% 0.085% - 10.262% - 1.818% 6.056% 9.875% 3.856% -0.406% 9.046% -5.277% 11.633% 2.570% 8.935% -6.697% 6.280% -2.775% 1.415% 15.415% 3.700% 5.257% -0.319% -6.116% 9.268% -0.105% 5.308% 7.966% -0.464% - 1.402% 0.394% 1.701% 0.342% 3.647% 0.120% 0.001% - 1.734% 3.684% 2.032% 1.789% 3.929% 0.128% 0.993% 1.411% 0.639% 2.055% 0.292% 2.010% 2.356% 3.057% 1.208% Use the data table to estimate the 95% confidence interval for the alpha and beta of Nike and HP Inc. stock using Excel's regression tool (from the data analysis menu) or the linest() function. Run the regression with excess returns. The 95% confidence interval for the alpha for Nike is (lower) % and (upper) %. (Round to two decimal places.) The 95% confidence interval for the alpha for HP Inc. is (lower) % and (upper) (%. (Round to two decimal places.) The 95% confidence interval for the beta for Nike is (lower) and (upper). (Round to two decimal places.) The 95% confidence interval for the beta for HP Inc. is (lower) and (upper) (Round to two decimal places.) Date Jan-11 Feb-11 Mar-11 Apr-11 May-11 Jun-11 Jul-11 Aug-11 Sep-11 Oct-11 Nov-11 Dec-11 Jan-12 Feb-12 Mar-12 Apr-12 May-12 Jun-12 Jul-12 Aug-12 Risk-free Rate 0.145% 0.135% 0.090% 0.040% 0.040% 0.015% 0.090% 0.015% 0.010% 0.005% 0.015% 0.005% 0.055% 0.075% 0.065% 0.090% 0.060% 0.080% 0.100% 0.085% NKE - 3.442% 7.941% 13.580% 8.745% 2.587% 8.017% 0.189% - 3.882% 0.115% 12.677% -0.176% 1.695% 7.907% 3.779% 1.816% 3.163% - 2.011% - 18.857% 6.345% 5.838% HPQ 8.527% - 4.509% -5.693% - 1.464% - 7.406% -1.915% -3.379% - 25.988% - 12.738% 18.530% 5.036% -6.890% 8.618% -9.543% - 4.803% 3.903% -8.401% 10.050% - 9.299% - 7.456% S&P 500 2.330% 3.474% -0.005% 2.896% - 1.121% - 1.706% - 2.000% - 5.498% -6.910% 10.915% -0.406% 1.024% 4.637% 4.341% 3.214% -0.668% -6.006% 4.045% 1.183% 2.505%
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