8. Refer to the table below: Rates...
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Accounting
8. Refer to the table below:
| Rates of return | |||
| End of month | Share index | Share A | Risk-free asset |
| Jul-19 | -1.798% | 4.032% | 0.345% |
| Aug-19 | 3.844% | -0.153% | 0.450% |
| Sep-19 | 0.139% | -1.012% | 0.461% |
| Oct-19 | 2.348% | -0.670% | 0.456% |
| Nov-19 | -0.788% | 0.951% | 0.505% |
| Dec-19 | -1.411% | 3.194% | 0.513% |
| Jan-20 | -2.447% | 4.562% | 0.448% |
| Feb-20 | -2.628% | -5.929% | 0.444% |
| Mar-20 | -6.201% | 3.745% | 0.482% |
| Apr-20 | -2.503% | 2.182% | 0.452% |
| May-20 | -5.517% | 2.239% | 0.261% |
| Jun-20 | 6.677% | 0.567% | 0.288% |
(c) Using appropriate Excel functions to calculate the Alpha, Beta and R-squared of the regression of the excess returns of the Share index on the excess returns of Share A. Provide a brief explanation on what these quantities measure. (3 marks)
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