Question
What is the average monthly return for AMZN, based on 60 months of returns from Jan. 2015 until Jan. 2020? (Enter your answer as a
What is the average monthly return for AMZN, based on 60 months of returns from Jan. 2015 until Jan. 2020? (Enter your answer as a decimal, e.g. enter 0.4712% as "0.4712".) 5 points
QUESTION 2 What is the average monthly return for SRE, based on 60 months of returns from Jan. 2015 until Jan. 2020 ? (Enter your answer as a decimal, e.g. enter 0.4712% as "0.4712".) 5 points
QUESTION 3 What is the average monthly return for the factor "Mkt-Rf", based on 60 months of returns from Jan. 2015 until Jan. 2020 ? from K. French's website? (Enter your answer as a decimal, e.g. enter 0.4712% as "0.4712".) 5 points
QUESTION 4 What is the average monthly return for the factor "SMB", based on 60 months of returns from Jan. 2015 until Jan. 2020 ? from K. French's website? (Enter your answer as a decimal, e.g. enter 0.4712% as "0.4712".) 5 points
QUESTION 5 What is the average monthly return for the factor "HML", based on 60 months of returns from Jan. 2015 until Jan. 2020 from K. French's website? (Enter your answer as a decimal, e.g. enter 0.4712% as "0.4712".) 5 points
QUESTION 6 Question What is the average monthly return for the risk free rate of return "RF", based on 60 months of returns from Jan. 2015 until Jan. 2020 from K. French's website? (Enter your answer as a decimal, e.g. enter 0.4712% as "0.4712".) 5 points
QUESTION 7 What is the average monthly return for (R_AMZN - R_f), based on 60 months of returns from Jan. 2015 until Jan. 2020 ? (Enter your answer as a decimal, e.g. enter 0.4712% as "0.4712".) 5 points
QUESTION 8 What is the average monthly return for (R_SRE - R_f), based on 60 months of returns from Jan. 2015 until Jan. 2020 ? (Enter your answer as a decimal, e.g. enter 0.4712% as "0.4712".) 5 points
QUESTION 9 What is the alpha of the CAPM regression of (r_AMZN - r_f) on (r_Mkt - r_f)? (Just cut-and-paste from your Excel regression.) 5 points
QUESTION 10 Is the CAPM alpha for AMZN statistically significant? (I.e. is the p-value given in the regression less than 0.05?) If yes, then select "True." True False 5 points QUESTION 11 What is the beta of the CAPM regression of (r_AMZN - r_f) on (r_Mkt - r_f)? (Just cut-and-paste from your Excel regression.)
5 points QUESTION 12 Is the CAPM beta for AMZN statistically significant? (I.e. is the p-value given in the regression less than 0.05?) If yes, then answer "True." 0.522931061 True False 5 points
QUESTION 13 In the 3-factor regression for AMZN, what is the beta of the factor (r_Mkt - r_f)? 5 points QUESTION 14 In the 3-factor regression for AMZN , what is the beta of the factor SMB? 5 points
QUESTION 15 In the 3-factor regression for AMZN, what is the beta of the factor HML? 5 points
QUESTION 16 This is a multiple answer question. You will need to select all the responses that answer the question. In the 3-factor model for AMZN, which of the following results were statistically significant at the 5% level? HML R_m - R_f alpha SMB 5 points
QUESTION 17 What is the alpha of the CAPM regression of (r_SRE - r_f) on (r_Mkt - r_f)? (Just cut-and-paste from your Excel regression.) 5 points QUESTION 18 Is the CAPM alpha for SRE statistically significant? (I.e. is the p-value given in the regression less than 0.05?) If yes, answer "True." True False 5 points
QUESTION 19 What is the beta of the CAPM regression of (r_SRE - r_f) on (r_Mkt - r_f)? (Just cut-and-paste from your Excel regression.) 5 points QUESTION 20 Is the CAPM beta for SRE statistically significant? (I.e. is the p-value given in the regression less than 0.05?) If yes, answer "True." True False 5 points
QUESTION 21 In the 3-factor regression for SRE, what is the beta of the factor (r_Mkt - r_f)? 5 points
QUESTION 22 In the 3-factor regression for SRE, what is the beta of the factor SMB? 5 points
QUESTION 23 In the 3-factor regression for SRE, what is the beta of the factor HML? 5 points
QUESTION 24 This is a multiple answer question. You will need to select all the responses that answer the question. In the 3-factor model for SRE, which of the following results were statistically significant at the 5% level?
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