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Use the full 10 years of monthly return data in the spreadsheet (data) to estimate the equity beta of Contact Energy. (Please provide your answer

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Use the full 10 years of monthly return data in the spreadsheet (data) to estimate the equity beta of Contact Energy. (Please provide your answer in the format of x.xx).

  • The equity beta is
  • The 95% confidence interval of the equity beta from your regression results is between and .
1.60% 6.10% -3.90% 4.25% -3.70% -0.19% -5.75% -1.05% -0.85% 2.36% 4.86% 3.48% 2.96% -0.96% 0.97% 2.88% 6.97% -1.42% 30/11/20 31/12/20 29/01/21 26/02/21 31/03/21 30/04/21 31/05/21 30/06/21 30/07/21 31/08/21 5.66% 2.53% 0.27% -6.86% 2.73% 1.36% -3.22% 2.71% -0.47% 4.96% 5.69% 14.23% -8.31% -16.28% 4.55% 7.56% 4.51% 5.08% -1.45% 2.48% 4.55% 30/09/11 31/10/11 30/11/11 30/12/11 31/01/12 29/02/12 30/03/12 30/04/12 31/05/12 29/06/12 31/07/12 31/08/12 28/09/12 31/10/12 30/11/12 31/12/12 31/01/13 28/02/13 29/03/13 30/04/13 31/05/13 28/06/13 31/07/13 30/08/13 30/09/13 31/10/13 29/11/13 31/12/13 31/01/14 28/02/14 31/03/14 30/04/14 30/05/14 30/06/14 31/07/14 29/08/14 30/09/14 31/10/14 28/11/14 31/12/14 30/01/15 27/02/15 31/03/15 30/04/15 29/05/15 30/06/15 31/07/15 31/08/15 30/09/15 30/10/15 30/11/15 31/12/15 29/01/16 29/02/16 31/03/16 NZX 50 (Ret) 0.61% -0.32% -1.87% 0.14% 0.66% 0.80% 5.63% 1.32% -1.90% -2.54% 4.27% 3.43% 4.57% 3.23% 2.33% 0.41% 4.58% 1.58% 2.38% 4.33 -2.23% -1.58% 2.20% 0.07% 4.30% 3.66% -2.34% -1.21% 2.90% 2.37% 3.00% 1.80% -1.04% -0.71% 0.52% 1.07% 0.61% 2.53% 0.68% 2.65% 3.16% 2.34% -0.76% -0.73% 0.93% -2.02% 3.39% -4.47% -1.11% 7.03% 1.90% 3.67% -2.44% 0.98% 8.37% Contact Energy (Ret) 3.61% 2.75% -5.00% -0.94% -9.30% 1.05% 0.52% 2.54% 0.62% -1.23% 3.94% 0.24% 8.20% 4.92% -3.97% -2.26% 0.38% 3.26% 6.14% -7.37% -2.27% -0.78% 4.88% -1.30% 2.55% -2.96% -8.57% 6.87% 0.58% 3.68% 1.54% 6.95% -4.22% -2.57% 4.33% 0.18% 10.74% 3.68% -1.13% 4.08% 10.82% -12.59% -1.48% -5.02% 8.27% -11.24% -1.20% 7.93% -4.62% 4.85% -4.05% -4.82% -2.95% -0.20% 11.61% 29/04/16 31/05/16 30/06/16 29/07/16 31/08/16 30/09/16 31/10/16 30/11/16 30/12/16 31/01/17 28/02/17 31/03/17 28/04/17 31/05/17 30/06/17 31/07/17 31/08/17 29/09/17 31/10/17 30/11/17 29/12/17 31/01/18 28/02/18 30/03/18 30/04/18 31/05/18 29/06/18 31/07/18 31/08/18 28/09/18 31/10/18 30/11/18 31/12/18 31/01/19 28/02/19 29/03/19 30/04/19 31/05/19 28/06/19 31/07/19 30/08/19 30/09/19 31/10/19 29/11/19 31/12/19 31/01/20 28/02/20 31/03/20 30/04/20 29/05/20 30/06/20 31/07/20 31/08/20 30/09/20 30/10/20 1.01% 3.21% -2.02% 6.53% 0.69% -0.51% -5.44% -0.92% -0.23% 2.46% 1.66% 0.41% 2.53% 0.54% 2.60% 1.08% 1.60% 1.45% 2.72% 0.50% 2.58% 0.52% -0.81% -0.65% 1.50% 2.55% 3.28% -0.24% 4.38% 0.41% -6.40% 0.81% -0.14% 1.98% 3.78% 5.58% 1.72% 1.04% 3.79% 3.40% -0.93% 1.57% -1.26% 4.90% 1.55% 1.96% -3.89% -13.00% 7.51% 3.33% 5.23% 2.42% 1.79% -1.59% 2.87% 09% 2.96% 0.54% -5.55% 1.90% 2.48% 7.06% 1.56% -1.20% -0.72% 5.05% -4.12% 5.01% 0.51% 2.37% 4.80% 12.40% -3.31% 9.84% 8.55% -2.62% 10.57% 1.91% -13.58% -2.85% -0.56% 4.35% -9.95% -11.65% 9.20% -1.27% 0.81% -6.71% 10.97% 6.40% 10.98% 1.60% 6.10% -3.90% 4.25% -3.70% -0.19% -5.75% -1.05% -0.85% 2.36% 4.86% 3.48% 2.96% -0.96% 0.97% 2.88% 6.97% -1.42% 30/11/20 31/12/20 29/01/21 26/02/21 31/03/21 30/04/21 31/05/21 30/06/21 30/07/21 31/08/21 5.66% 2.53% 0.27% -6.86% 2.73% 1.36% -3.22% 2.71% -0.47% 4.96% 5.69% 14.23% -8.31% -16.28% 4.55% 7.56% 4.51% 5.08% -1.45% 2.48% 4.55% 30/09/11 31/10/11 30/11/11 30/12/11 31/01/12 29/02/12 30/03/12 30/04/12 31/05/12 29/06/12 31/07/12 31/08/12 28/09/12 31/10/12 30/11/12 31/12/12 31/01/13 28/02/13 29/03/13 30/04/13 31/05/13 28/06/13 31/07/13 30/08/13 30/09/13 31/10/13 29/11/13 31/12/13 31/01/14 28/02/14 31/03/14 30/04/14 30/05/14 30/06/14 31/07/14 29/08/14 30/09/14 31/10/14 28/11/14 31/12/14 30/01/15 27/02/15 31/03/15 30/04/15 29/05/15 30/06/15 31/07/15 31/08/15 30/09/15 30/10/15 30/11/15 31/12/15 29/01/16 29/02/16 31/03/16 NZX 50 (Ret) 0.61% -0.32% -1.87% 0.14% 0.66% 0.80% 5.63% 1.32% -1.90% -2.54% 4.27% 3.43% 4.57% 3.23% 2.33% 0.41% 4.58% 1.58% 2.38% 4.33 -2.23% -1.58% 2.20% 0.07% 4.30% 3.66% -2.34% -1.21% 2.90% 2.37% 3.00% 1.80% -1.04% -0.71% 0.52% 1.07% 0.61% 2.53% 0.68% 2.65% 3.16% 2.34% -0.76% -0.73% 0.93% -2.02% 3.39% -4.47% -1.11% 7.03% 1.90% 3.67% -2.44% 0.98% 8.37% Contact Energy (Ret) 3.61% 2.75% -5.00% -0.94% -9.30% 1.05% 0.52% 2.54% 0.62% -1.23% 3.94% 0.24% 8.20% 4.92% -3.97% -2.26% 0.38% 3.26% 6.14% -7.37% -2.27% -0.78% 4.88% -1.30% 2.55% -2.96% -8.57% 6.87% 0.58% 3.68% 1.54% 6.95% -4.22% -2.57% 4.33% 0.18% 10.74% 3.68% -1.13% 4.08% 10.82% -12.59% -1.48% -5.02% 8.27% -11.24% -1.20% 7.93% -4.62% 4.85% -4.05% -4.82% -2.95% -0.20% 11.61% 29/04/16 31/05/16 30/06/16 29/07/16 31/08/16 30/09/16 31/10/16 30/11/16 30/12/16 31/01/17 28/02/17 31/03/17 28/04/17 31/05/17 30/06/17 31/07/17 31/08/17 29/09/17 31/10/17 30/11/17 29/12/17 31/01/18 28/02/18 30/03/18 30/04/18 31/05/18 29/06/18 31/07/18 31/08/18 28/09/18 31/10/18 30/11/18 31/12/18 31/01/19 28/02/19 29/03/19 30/04/19 31/05/19 28/06/19 31/07/19 30/08/19 30/09/19 31/10/19 29/11/19 31/12/19 31/01/20 28/02/20 31/03/20 30/04/20 29/05/20 30/06/20 31/07/20 31/08/20 30/09/20 30/10/20 1.01% 3.21% -2.02% 6.53% 0.69% -0.51% -5.44% -0.92% -0.23% 2.46% 1.66% 0.41% 2.53% 0.54% 2.60% 1.08% 1.60% 1.45% 2.72% 0.50% 2.58% 0.52% -0.81% -0.65% 1.50% 2.55% 3.28% -0.24% 4.38% 0.41% -6.40% 0.81% -0.14% 1.98% 3.78% 5.58% 1.72% 1.04% 3.79% 3.40% -0.93% 1.57% -1.26% 4.90% 1.55% 1.96% -3.89% -13.00% 7.51% 3.33% 5.23% 2.42% 1.79% -1.59% 2.87% 09% 2.96% 0.54% -5.55% 1.90% 2.48% 7.06% 1.56% -1.20% -0.72% 5.05% -4.12% 5.01% 0.51% 2.37% 4.80% 12.40% -3.31% 9.84% 8.55% -2.62% 10.57% 1.91% -13.58% -2.85% -0.56% 4.35% -9.95% -11.65% 9.20% -1.27% 0.81% -6.71% 10.97% 6.40% 10.98%

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