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C. Construct a scatter diagram graph that shows Grosman's and Landow's returns on the vertical axis and the Market Index's returns on the horizontal axis. It is easiest to make scatter diagrams with a data set that has the X-axis variable in the left column, so we reformat the returns data calculated above and show it just below. Year 2021 2020 2019 2018 2017 Index 32.8% 1.2% 34.9% 14.8% 19.0% Grosman 23.7% -4.0% 59.1% 2.8% 56.1% Landow -1.0% 13.1% -9.9% -0.4% 11.5% Stock Returns Vs. Index Stocks' Returns 70.0% 60.0% 50.0% 40.0% 30.0% 20.0% 10.0% 0.0% -10.000.0% -20.0% Grosman Landow 10.0% 20.0% 30.0% 0.0% Index Returns wizard, then choose the scatter diagram without connected lines. That gave us the data points. We then used the drawing toolbar to make free-hand (by eye") regression lines, and changed the lines color and weights to match the dots. Grosman is positively associated with the market. As the return on the market increases, so does Grosman's return. Landow is the opposite. As the market market increases, Landow's return decreases. All of this is on average. Landow is good to have in a portfolio because it can help stabilize my return over d. Estimate Grosman's and Landow's betas as the slopes of regression lines with stock returns on the vertical axis (y-axis) and market return on the horizontal axis (x-axis). (Hint: use Excel's SLOPE function.) Are these betas consistent with your graph? Grosman's beta = 1.46 slope Landow's beta -0.55 slope Yes, the beta for Grosman is positive, indicating a rising line from left to right and Landow's beta is negative, which is shown by the downward slope from left to right Grosman is also more riskly than Landow. C. Construct a scatter diagram graph that shows Grosman's and Landow's returns on the vertical axis and the Market Index's returns on the horizontal axis. It is easiest to make scatter diagrams with a data set that has the X-axis variable in the left column, so we reformat the returns data calculated above and show it just below. Year 2021 2020 2019 2018 2017 Index 32.8% 1.2% 34.9% 14.8% 19.0% Grosman 23.7% -4.0% 59.1% 2.8% 56.1% Landow -1.0% 13.1% -9.9% -0.4% 11.5% Stock Returns Vs. Index Stocks' Returns 70.0% 60.0% 50.0% 40.0% 30.0% 20.0% 10.0% 0.0% -10.000.0% -20.0% Grosman Landow 10.0% 20.0% 30.0% 0.0% Index Returns wizard, then choose the scatter diagram without connected lines. That gave us the data points. We then used the drawing toolbar to make free-hand (by eye") regression lines, and changed the lines color and weights to match the dots. Grosman is positively associated with the market. As the return on the market increases, so does Grosman's return. Landow is the opposite. As the market market increases, Landow's return decreases. All of this is on average. Landow is good to have in a portfolio because it can help stabilize my return over d. Estimate Grosman's and Landow's betas as the slopes of regression lines with stock returns on the vertical axis (y-axis) and market return on the horizontal axis (x-axis). (Hint: use Excel's SLOPE function.) Are these betas consistent with your graph? Grosman's beta = 1.46 slope Landow's beta -0.55 slope Yes, the beta for Grosman is positive, indicating a rising line from left to right and Landow's beta is negative, which is shown by the downward slope from left to right Grosman is also more riskly than Landow