From the following information Calculate Beta for the company ABCD Year 2015 2016 2017 2018 2019 2020 Market Return 7 9 7 -12 -7 15 ABC Stock Returns -8 -10 -9 14 10 13 Note: You may use MS. EXCEL to calculate the covariance and standard deviation. The formula to calculate Beta for stock i is as follows
From the following information Calculate Beta for the company ABCD Year 2015 2016 2017 2018 2019 2020 Market Return 7 9 7 -12 -7 15 ABC Stock Returns -8 -10 -9 14 10 13 Note: You may use MS. EXCEL to calculate the covariance and standard deviation. The formula to calculate Beta for stock i is as follows
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Question 06
From the following information Calculate Beta for the company ABCD
Year |
2015 |
2016 |
2017 |
2018 |
2019 |
2020 |
Market Return |
7 |
9 |
7 |
-12 |
-7 |
15 |
ABC Stock Returns |
-8 |
-10 |
-9 |
14 |
10 |
13 |
Note:
You may use MS. EXCEL to calculate the covariance and standard deviation.
The formula to calculate Beta for stock i is as follows
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