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
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Chapter1: Starting With Matlab
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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
-0.04
0.10
0.06
0.10
0.12
0.08
H0.10
-0.02
0.08
0.07
4
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.
Transcribed Image Text: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 -0.04 0.10 0.06 0.10 0.12 0.08 H0.10 -0.02 0.08 0.07 4 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.
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