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Category > Business & Finance Posted 28 May 2017 My Price 9.00

Suppose that you were given the following data for past excess

Suppose that you were given the following data for past excess quarterly returns for Markese Imports, Inc., and for the market portfolio:

QUARTER	EXCESS RETURNS MARKESE	EXCESS RETURNS MARKET PORTFOLIO
1	0.04	0.05
2	0.05	0.1
3	−0.04	−0.06
4	−0.05	−0.10
5	0.02	0.02
6	0	−0.03
7	0.02	0.07
8	−0.01	−0.01
9	−0.02	−0.08
10	0.04	0
11	0.07	0.13
12	−0.01	0.04
13	0.01	−0.01
14	−0.06	−0.09
15	−0.06	−0.14
16	−0.02	−0.04
17	0.07	0.15
18	0.02	0.06
19	0.04	0.11
20	0.03	0.05
21	0.01	0.03
22	−0.01	0.01
23	−0.01	−0.03
24	0.02	0.04

On the basis of this information, graph the relationship between the two sets of excess returns and draw a characteristic line. What is the approximate beta? What can you say about the systematic risk of the stock, based on past experience?

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Status NEW Posted 28 May 2017 09:05 AM My Price 9.00

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