8. On the spreadsheet with this chapter you will find the following monthly data for Cisco's stock price and the S&P 500 index. Compute the equation resco, desco + Besco/SP, and include the R² and 1-statistics for the equation and its coefficients." A B C CISCO (CSCO) AND S&P 500 PRICES July 2002 June 2007 1 2 Date S&P 500 CSCO 3 3-Jul-02 911.62 13.19 45 1-Aug-02 916.07 13.82 3-Sep-02 815.28 10.48 6 1-Oct-02 885.76 11.18 7 1-Nov-02 936.31 14.92 8 2-Dec-02 879.82 13.10 9 2-Jan-03 855.70 13.37 10 3-Feb-03 841.15 13.98 11 3-Mar-03 848.18 12.98 12 1-Apr-03 916.92 15.00 13 1-May-03 963.59 16.41 14 2-Jun-03 974.50 16.79 15 1-Jul-03 990.31 19.49 16 1-Aug-03 1008.01 19.14 17 2-Sep-03 995.97 19.59 18 1-Oct-03 1050.71 20.93 19 3-Nov-03 1058.20 22.70 20 1-Dec-03 1111.92 24.23 21 2-Jan-04 1131.13 25.71 22 2-Feb-04 1144.94 23.16
8. On the spreadsheet with this chapter you will find the following monthly data for Cisco's stock price and the S&P 500 index. Compute the equation resco, desco + Besco/SP, and include the R² and 1-statistics for the equation and its coefficients." A B C CISCO (CSCO) AND S&P 500 PRICES July 2002 June 2007 1 2 Date S&P 500 CSCO 3 3-Jul-02 911.62 13.19 45 1-Aug-02 916.07 13.82 3-Sep-02 815.28 10.48 6 1-Oct-02 885.76 11.18 7 1-Nov-02 936.31 14.92 8 2-Dec-02 879.82 13.10 9 2-Jan-03 855.70 13.37 10 3-Feb-03 841.15 13.98 11 3-Mar-03 848.18 12.98 12 1-Apr-03 916.92 15.00 13 1-May-03 963.59 16.41 14 2-Jun-03 974.50 16.79 15 1-Jul-03 990.31 19.49 16 1-Aug-03 1008.01 19.14 17 2-Sep-03 995.97 19.59 18 1-Oct-03 1050.71 20.93 19 3-Nov-03 1058.20 22.70 20 1-Dec-03 1111.92 24.23 21 2-Jan-04 1131.13 25.71 22 2-Feb-04 1144.94 23.16
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Transcribed Image Text:8.
On the spreadsheet with this chapter you will find the following monthly data for Cisco's
stock price and the S&P 500 index. Compute the equation resco, desco + Besco/SP, and
include the R² and 1-statistics for the equation and its coefficients."
A
B
C
CISCO (CSCO) AND S&P
500 PRICES
July 2002 June 2007
1
2
Date
S&P 500
CSCO
3
3-Jul-02
911.62
13.19
45
1-Aug-02
916.07
13.82
3-Sep-02
815.28
10.48
6
1-Oct-02
885.76
11.18
7
1-Nov-02
936.31
14.92
8
2-Dec-02
879.82
13.10
9
2-Jan-03
855.70
13.37
10
3-Feb-03
841.15
13.98
11
3-Mar-03
848.18
12.98
12
1-Apr-03
916.92
15.00
13
1-May-03
963.59
16.41
14
2-Jun-03
974.50
16.79
15
1-Jul-03
990.31
19.49
16
1-Aug-03
1008.01
19.14
17
2-Sep-03
995.97
19.59
18
1-Oct-03
1050.71
20.93
19
3-Nov-03
1058.20
22.70
20
1-Dec-03
1111.92
24.23
21
2-Jan-04
1131.13
25.71
22
2-Feb-04
1144.94
23.16
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