2. Refer to the following observations for stock A and the market portfolio in the table: Rate of Return Month Stock A Market Portfolio 1 0.30 0.24 0.12 0.08 0.04 0.10 0.10 0.02 4 0.06 0.08 0.07 0.10 a) Calculate the main statistic measures to explain the relationship between stock A and the market portfolio: The sample covariance between rate of return for the stock A and the market The sample Beta factor of stock A The sample correlation coefficient between the rates of return of the stock A and the market; The sample coefficient of determination associated with the stock A and the market.
2. Refer to the following observations for stock A and the market portfolio in the table: Rate of Return Month Stock A Market Portfolio 1 0.30 0.24 0.12 0.08 0.04 0.10 0.10 0.02 4 0.06 0.08 0.07 0.10 a) Calculate the main statistic measures to explain the relationship between stock A and the market portfolio: The sample covariance between rate of return for the stock A and the market The sample Beta factor of stock A The sample correlation coefficient between the rates of return of the stock A and the market; The sample coefficient of determination associated with the stock A and the market.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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