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You have collected returns on AD Corporation and the NYSE index for five years: Year AD Corp NYSE 1981 10% 5% 1982 5% 15% 1983
You have collected returns on AD Corporation and the NYSE index for five years:
| Year | AD Corp | NYSE |
| 1981 | 10% | 5% |
| 1982 | 5% | 15% |
| 1983 | -5% | 8% |
| 1984 | 20% | 12% |
| 1985 | -5% | -5% |
a. Estimate the intercept (alpha) and slope (beta) of the regression.
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Advanced Accounting
Authors: Debra JeterJames Reeve, Jonathan Duchac, Horace Brock, Paul Chaney
4th Edition
0470506989, 978-0470506981
