Use rate-of-return data over 12-month period for Alphabet, the T-bill rate, and the S&P 500, which will be used as the market-index portfolio to compute Alphabet's excess return and the market risk premium for each month. Use Excel's regression function or trendline from Excel's scatter plot to identify the alpha, beta and R-squared of the index model. What was the standard deviation of returns for S&P 500 and Alphabet? What was the Sharpe ratio of the S&P 500 over this period? What was Alphabet's Sharpe ratio over this period?

GOOG Alpha:

GOOG Beta:

R-squared of Index Model:

GOOG Average Excess Return:

GOOG Standard Deviation:

GOOG Sharpe Ratio:

S&P 500 Average Excess Return:

S&P 500 Standard Deviation:

S&P 500 Sharpe Ratio:

	GOOG	S&P 500	T-bill rate
201301	6,83%	5,24%	0,07%
201302	6,02%	1,30%	0,10%
201303	-0,87%	3,76%	0,09%
201304	3,83%	1,96%	0,06%
201305	5,66%	2,31%	0,04%
201306	1,05%	-1,36%	0,05%
201307	0,84%	5,07%	0,04%
201308	-4,60%	-2,92%	0,04%
201309	3,43%	3,17%	0,02%
201310	17,66%	4,63%	0,05%
201311	2,81%	3,08%	0,07%
201312	5,77%	2,60%	0,07%