Use the accompanying data to estimate the beta of Shoe Company stock using linear regression. Click the icon to view the Shoe Company data. The beta is (Round to four decimal places.) 0 Date Jan-02 Feb-02 Mar-02 Apr-02 May-02 Jun-02 Jul-02 Aug-02 Sep-02 Oct-02 Nov-02 Dec-02 Jan-03 Feb-03 Returns (%) Value Weighted Market Shoe Company - 1.5974 6.4040 -2.1100 - 1.9495 3.6394 1.9725 - 6.1594 - 11.1899 -0.9121 0.6246 -7.3441 -0.1411 - 7.8454 -8.2099 0.5112 - 12.5903 - 10.9374 0.0716 8.6870 9.1574 5.6925 -5.1945 -5.9373 -0.4735 -2.7018 0.1598 - 1.5943 3.9552 0.7921 11.1951 Mar-03 3.9150 4.5236 -4.2579 -3.4170 Apr-03 May-03 Jun-03 Jul-03 Aug-03 Sep-03 Oct-03 Nov-03 Dec-03 8.0570 5.1713 1.2358 1.7061 1.8636 - 1.1183 5.5284 0.7644 5.2521 1.7389 1.2718 - 1.5298 - 1.7066 1.2052 1.8245 -3.4156 10.1413 6.8358 4.9530 5.1005 1.9968 1.7703 5.0880 Jan-04 Feb-04 Mar-04 Apr-04 May-04 Jun-04 6.4218 - 7.6777 - 1.2519 6.5665 -4.2146 Jul-04 Aug-04 0.2808 3.5431 1.0430 1.3173 4.7571 2.9865 3.8425 3.9598 7.2751 -4.7104 3.1269 -2.6242 1.9117 -2.0626 0.0511 -4.1617 -2.0371 -7.9906 Sep-04 Oct-04 Nov-04 Dec-04 Jan-05 Feb-05 Mar-05 Apr-05 May-05 Jun-05 Jul-05 Aug-05 Sep-05 Oct-05 Nov-05 Dec-05 Jan-06 2.8691 6.7811 -0.1426 3.3776 - 1.2175 0.6170 -1.9738 3.3851 -0.2881 5.3695 -3.4852 - 6.0682 3.5083 2.5015 1.2589 1.7754 2.2393 - 7.0281 Cabne 40 COCZ - 6.0682 3.5083 2.5015 1.2589 Aug-05 Sep-05 Oct-05 Nov-05 Dec-05 Jan-06 Feb-06 Mar-06 Apr-06 May-06 Jun-06 - 1.2175 0.6170 - 1.9738 3.3851 -0.2881 2.2393 -0.1679 0.7918 1.0599 - 3.2686 -0.3057 0.116 2.0158 2.1588 1.7754 - 7.0281 6.8367 -2.0421 -4.1735 -2.2427 Jul-06 Aug-06 Sep-06 Oct-06 0.8520 -2.9600 1.7390 8.4819 4.4926 2.7609 Nov-06 1.4646 7.3166 Dec-06 1.0490 0.0494