I'm pretty sure I know how to solve this but it can't hurt to be...
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I'm pretty sure I know how to solve this but it can't hurt to be sure (answers in excel format please). If excel is not possible please show all work.
EXERCISES 1/Calculate the return on the ENI share and on the Italian index over 13 months until 1 January 2011. To help you, you have a record of the share price and of the general index. What is the total risk of the ENI share? What is the 3 coefficient of ENI? What portion of the total risk of the ENI share is explained by market risk? Period Jan Feb Jul Mar Apr 10 May 10 Jun Aug 10 Sep 10 Oct Nov Dec Jan 10 10 10 10 10 10 10 10 11 ENI 16.93 16.57 17.37 16.86 15.2 15.19 15.69 15.67 15.83 16.19 15.50 16.34 17.30 Italian index 21896 21068 22847 21562 19544 19311 21021 19734 20505 21450 19105 20173 22050Get Answers to Unlimited Questions
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