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Two Australian companies: The a2 Milk Company Limited (A2M.AX) and AMP Limited (AMP.AX). 1) Find the monthly stock prices for the period 30 June 2015
Two Australian companies: The a2 Milk Company Limited (A2M.AX) and AMP Limited (AMP.AX). 1) Find the monthly stock prices for the period 30 June 2015 to 30 June 2023 for a2 Milk Company Limited (A2M.AX), AMP Limited (AMP.AX) and the Market as proxied by the All Ordinaries index (^AORD). Using the monthly holding period returns (%) from 30 June 2015 to 30 June 2023 for the selected stocks and Market proxy (^AORD). Construct a correlation matrix and discuss your results. What can you conclude about the correlation coefficients of these stocks? 2) Estimate the beta coefficients for A2M and AMP using the regression approach. Provide evidence of your analysis.
Two Australian companies: The a2 Milk Company Limited (A2M.AX) and AMP Limited (AMP.AX).
1) Find the monthly stock prices for the period 30 June 2015 to 30 June 2023 for a2 Milk Company Limited (A2M.AX), AMP Limited (AMP.AX) and the Market as proxied by the All Ordinaries index (^AORD). Using the monthly holding period returns (%) from 30 June 2015 to 30 June 2023 for the selected stocks and Market proxy (^AORD). Construct a correlation matrix and discuss your results. What can you conclude about the correlation coefficients of these stocks?
2) Estimate the beta coefficients for A2M and AMP using the regression approach. Provide evidence of your analysis.
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Financial Markets And Institutions
Authors: Frederic S. Mishkin, Stanley Eakins
6th International Edition
0321552113, 9780321552112
