Use Yahoo Finance (finance.yahoo.com) to download the historical prices for Caterpillar (CAT) and (SPY). Download...

60.1K

Verified Solution

Question

Accounting

Use Yahoo Finance (finance.yahoo.com) to download the historical prices for Caterpillar (CAT) and (SPY). Download adjusted closing prices at a daily frequency for the period from 3/9/2015 to 3/9/2017. For the purposes of this assignment and given the recent interest rate environment, you may assume a riskfree rate of 0% when running the regression. However, note that this will not always be the case, and normally we would subtract the risk-free rate from each return. Please staple your regression output (reduced to one single printed page) to this document to turn in.

3. Using CATs beta, find the difference between CATs actual return and expected return on March 2nd, 2017.

Answer & Explanation Solved by verified expert
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!
Become a Member

Other questions asked by students