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Use Excel to compute the Beta Coefficient for the following security (J), using first, regression analysis to find the slope of the Characteristic Line for
Use Excel to compute the Beta Coefficient for the following security (J), using first, regression analysis to find the slope of the Characteristic Line for J, given the returns for J and the Market Portfolio Below.
Stock J | Market |
0.14 | 0.13 |
0.07 | 0.1 |
0.05 | 0.12 |
0.01 | 0.01 |
0.11 | 0.15 |
0.12 | 1.6 |
0.11 | 0.14 |
0.15 | 0.11 |
0.2 | 0.06 |
0.02 | 0.01 |
0.01 | 0.11 |
Use the data from B. above and Excel to compute the Beta coefficient using the covariation equation.
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