Histonscal teluiss of your company and askedex ae gaven below 1. Estimate company's alpha and hera 2. Based on your calculations in 1 and information provided below, estimate company's WACC 3. (Books question) cantat date(s) ataomal etwas tvere statistically significant at 5% level? 15. MRNA Return If you don't see tubers in sreen cells, please so to the Introduction Tab and select your harte from drop down list file:///C:\Users lenovo Downloads 320 Company MRNA Section Fal 2020 Ext 3 (1) Introduction! Al-kkonca to folow, Cik 1. Estimate company's alpha and beta Score and hold to select this all 10 Beta Alpha 13.00 2. Based on your calculations in 1. and information provided below, estimate company's WACC mo Market return Risk-free return 8.00% 2.75% S. Tax Rate 2006 UM San ST Equity Value Debt value Cost of debt 62 132 0.055 ore Score Maximum -20.00 10 Equity return WACC 3. (Bonus question - extra credit) on what date(s) abnormal rerumns were statistically significant at 5% level? 20. Score Maximum Standard deviation Critical value Date Predicted returns Abnormal returns Significant? 09-05-2020 Activate Window Nasdaq Return MRNA Return 09-02-2020 0.97% 2.1996 -5.09% 0.19% 09-04-2020 -1.2796 -352 09 08 2020 1.2008 14.15% 09-09-2020 2.67% 4.60% 09-10-2020 -2.01% 1.15% 09-11-2020 -0.61% 3.05% 09-14-2020 1.85% 7.04% 09-15-2020 1.20% 4.92% 09-16-2020 -1.26% 2.89% 09-18-2020 2.87% 09-21-2020 -0.13% -0.88% 09-22-2020 1.70% -0.78% 09-23-2020 -3.06% -2.30% 09-24-2020 0.37% 3.01% 09-25-2020 2.24% 6.39% 09-28-2020 1.85% 1.54% 09-29-2020 -0.29% -0.04% 09 30 2020 0.74% 0.33% 10-01-2020 1.41% -1.02% 10-02-2020 -2.25% -1.76% 10-05-2020 2 30% 4 46% 10 06 2020 1.58% 1.27% 10-07-2020 1.87% 1.85% 30-08-2020 0.49% 0.77% 10-09-2020 1.3894 0.1096 20-12-2020 2.5394 3.12% 10-13-2020 -0.10% 3.88% 10-14-2020 -0,81% -2.23% 10-15-2020 -0.47% -1.20% 10-16-2020 -0.36% -2.19% 10-19-2020 -1.66% -4.11% 10-20-2020 0.39% 0.49% 10-21-2020 0.1896 4.21% 10-22-2020 0.19% 3.55% 10-23-2020 0.3796 -0.44% 10-26-2020 -1.63% -0.41% 10-27-2020 0.64% 0.619 10-28-2020 3.8096 -7.23% 10-29-2020 1.63% 8.09% 10-30-2020 2.489 5.49% 11-02-2020 0.42% -0.53% 11 03 2020 1.81% 2.899 11-04-2020 3.789 1.05 11-09 2020 2.56% 2.36% 11-06-2020 0.04% 1.35% 11-09-2020 -1 54% 11-10-2020 -1.37% -2.20% 11-11-2020 1.99% 8.07% 11-12-2020 -0.65% 6.31% 11-13-2020 1 02% 1 78% 1 11-16-2020 0.80% 9.14% 11-17-2020 -0.21% -502 11-18-2020 -0.82% -4.68% 11-19-2020 0.87% 4.27% 11-20-2020 -0.42% 5.09% 11-23-2020 02295 3.44% 11-24-2020 1.319 -2.48% 11-25-2020 0.48% 10.23% 11-27-2020 0.92% 15.14% 11-30-2020 -0.06% 18.43% 12 01 2020 1.279 -7.99% 12-02-2020 -0.050 1.40% 12 03 2020 0.22% 9 51% 12-04-2020 0.70 -3.06% 12-07-2020 4.49% 12-08-2020 0.50% 6.28% 12-09-2020 -1.96% -8139 12-10-2020 0.54% -0.58% 12-10-2020 0.54% % -0.58% Histonscal teluiss of your company and askedex ae gaven below 1. Estimate company's alpha and hera 2. Based on your calculations in 1 and information provided below, estimate company's WACC 3. (Books question) cantat date(s) ataomal etwas tvere statistically significant at 5% level? 15. MRNA Return If you don't see tubers in sreen cells, please so to the Introduction Tab and select your harte from drop down list file:///C:\Users lenovo Downloads 320 Company MRNA Section Fal 2020 Ext 3 (1) Introduction! Al-kkonca to folow, Cik 1. Estimate company's alpha and beta Score and hold to select this all 10 Beta Alpha 13.00 2. Based on your calculations in 1. and information provided below, estimate company's WACC mo Market return Risk-free return 8.00% 2.75% S. Tax Rate 2006 UM San ST Equity Value Debt value Cost of debt 62 132 0.055 ore Score Maximum -20.00 10 Equity return WACC 3. (Bonus question - extra credit) on what date(s) abnormal rerumns were statistically significant at 5% level? 20. Score Maximum Standard deviation Critical value Date Predicted returns Abnormal returns Significant? 09-05-2020 Activate Window Nasdaq Return MRNA Return 09-02-2020 0.97% 2.1996 -5.09% 0.19% 09-04-2020 -1.2796 -352 09 08 2020 1.2008 14.15% 09-09-2020 2.67% 4.60% 09-10-2020 -2.01% 1.15% 09-11-2020 -0.61% 3.05% 09-14-2020 1.85% 7.04% 09-15-2020 1.20% 4.92% 09-16-2020 -1.26% 2.89% 09-18-2020 2.87% 09-21-2020 -0.13% -0.88% 09-22-2020 1.70% -0.78% 09-23-2020 -3.06% -2.30% 09-24-2020 0.37% 3.01% 09-25-2020 2.24% 6.39% 09-28-2020 1.85% 1.54% 09-29-2020 -0.29% -0.04% 09 30 2020 0.74% 0.33% 10-01-2020 1.41% -1.02% 10-02-2020 -2.25% -1.76% 10-05-2020 2 30% 4 46% 10 06 2020 1.58% 1.27% 10-07-2020 1.87% 1.85% 30-08-2020 0.49% 0.77% 10-09-2020 1.3894 0.1096 20-12-2020 2.5394 3.12% 10-13-2020 -0.10% 3.88% 10-14-2020 -0,81% -2.23% 10-15-2020 -0.47% -1.20% 10-16-2020 -0.36% -2.19% 10-19-2020 -1.66% -4.11% 10-20-2020 0.39% 0.49% 10-21-2020 0.1896 4.21% 10-22-2020 0.19% 3.55% 10-23-2020 0.3796 -0.44% 10-26-2020 -1.63% -0.41% 10-27-2020 0.64% 0.619 10-28-2020 3.8096 -7.23% 10-29-2020 1.63% 8.09% 10-30-2020 2.489 5.49% 11-02-2020 0.42% -0.53% 11 03 2020 1.81% 2.899 11-04-2020 3.789 1.05 11-09 2020 2.56% 2.36% 11-06-2020 0.04% 1.35% 11-09-2020 -1 54% 11-10-2020 -1.37% -2.20% 11-11-2020 1.99% 8.07% 11-12-2020 -0.65% 6.31% 11-13-2020 1 02% 1 78% 1 11-16-2020 0.80% 9.14% 11-17-2020 -0.21% -502 11-18-2020 -0.82% -4.68% 11-19-2020 0.87% 4.27% 11-20-2020 -0.42% 5.09% 11-23-2020 02295 3.44% 11-24-2020 1.319 -2.48% 11-25-2020 0.48% 10.23% 11-27-2020 0.92% 15.14% 11-30-2020 -0.06% 18.43% 12 01 2020 1.279 -7.99% 12-02-2020 -0.050 1.40% 12 03 2020 0.22% 9 51% 12-04-2020 0.70 -3.06% 12-07-2020 4.49% 12-08-2020 0.50% 6.28% 12-09-2020 -1.96% -8139 12-10-2020 0.54% -0.58% 12-10-2020 0.54% % -0.58%