The output below is generated 4 from regressing FORDs excess returns on markets excess returns (S P 500) Is FORD more or less risky than the S P 500 How did FORD perform relative to the market on a risk adjusted basis (assuming CAPM is true) How well does CAPM explain the returns on FORD Coefficient Estimate 0 01 0 09 0 95 60 P value P 0 02 0 01 Intercept Market index Adj R sq Observations Coefficient Estimate 0 01 0 09 0 95 60 P value P 0 02 0 01 Intercept Market index Adj R sq Observations

Question

The output below is generated 4 from regressing FORDs excess returns on markets excess returns (S P 500)  Is FORD more or less risky than the S P 500  How did FORD perform relative to the market on a risk adjusted basis  (assuming CAPM is true) How well does CAPM explain the returns on FORD  Coefficient Estimate  0 01 0 09 0 95 60 P value P 0 02 0 01 Intercept Market index Adj R sq Observations Coefficient Estimate  0 01 0 09 0 95 60 P value P 0 02 0 01 Intercept Market index Adj R sq Observations

Accepted Answer

The Answer is in the image, click to view ...

The output below is generated 4 from regressing FORDs excess returns on markets excess returns (S&P 500).

Question:

Managerial Decision Modeling With Spreadsheets

The output below is generated 4 from regressing FORDs excess returns on markets excess returns (S&P 500).

Question:

Expert Answer:

The Answer is in the image, click to view ... View the full answer

Managerial Decision Modeling With Spreadsheets

Students also viewed these Finance questions