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Use this data for problems 1 5. The annual returns for securities A, B, C, D and the Market (S&P 500) are shown below. Remember
Use this data for problems 1 5. The annual returns for securities A, B, C, D and the Market (S&P 500) are shown below. Remember to show all calculations.
t | A, % | B, % | C, % | D, % | Mkt, % |
1 | 18.56 | 18.23 | 8.43 | 12.43 | 12.28 |
2 | 12.34 | 5.24 | 3.12 | 13.45 | 5.99 |
3 | 14.12 | 14.71 | 12.58 | 4.32 | 12.41 |
4 | -1.57 | -6.56 | 3.87 | -8.54 | -4.48 |
5 | 3.12 | 9.12 | 1.45 | 12.21 | 12.34 |
6 | -8.28 | -7.43 | -6.59 | -4.91 | -13.41 |
Calculate the beta of security A with the market. (5 points) Show your work
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