The data for three years for 2 investments are given below: (Assume a population so...
80.2K
Verified Solution
Link Copied!
Question
Finance
The data for three years for 2 investments are given below: (Assume a population so use n not n-1):
A) For the above information, first compute the beta and then find the alpha of the regression of y (dependent variable) on the market X (independent variable).
B) Can you forecast year 5 if x=13?
Year i Market Return Stock Return Y X Prob. 1 2 3 .333 2 6 .333 3 7 9 .333 Compute: (Note: Highlight and copy the matrix to the blue area below and then fill in!) Std. Answers: mean Variance Covariance Correlation Dev Y X
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
- Unlimited Question Access with detailed Answers
- Zin AI - 3 Million Words
- 10 Dall-E 3 Images
- 20 Plot Generations
- Conversation with Dialogue Memory
- No Ads, Ever!
- Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Other questions asked by students
StudyZin's Question Purchase
1 Answer
$0.99
(Save $1 )
One time Pay
- No Ads
- Answer to 1 Question
- Get free Zin AI - 50 Thousand Words per Month
Best
Unlimited
$4.99*
(Save $5 )
Billed Monthly
- No Ads
- Answers to Unlimited Questions
- Get free Zin AI - 3 Million Words per Month
*First month only
Free
$0
- Get this answer for free!
- Sign up now to unlock the answer instantly
You can see the logs in the Dashboard.