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Calculate the Alpha and Beta for General Motors using the historic total return data on the spreadsheet. The Beta is: 0.10 0.63 0.93 1.09 1.40 Using the data for question 40, the Alpha is: 0.01 0.29 0.53 0.59 0.72

Calculate the Alpha and Beta for General Motors using the historic total return data on the spreadsheet. The Beta is: 0.10 0.63 0.93 1.09 1.40 Using the data for question 40, the Alpha is: 0.01 0.29 0.53 0.59 0.72

Essentials Of Investments
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
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Calculate the Alpha and Beta for General Motors using the historic total return data on the spreadsheet. The Beta is: 0.10 0.63 0.93 1.09 1.40 Using the data for question 40, the Alpha is: 0.01 0.29 0.53 0.59 0.72
Transcribed Image Text:Calculate the Alpha and Beta for General Motors using the historic total return data on the spreadsheet. The Beta is: 0.10 0.63 0.93 1.09 1.40 Using the data for question 40, the Alpha is: 0.01 0.29 0.53 0.59 0.72
Date 5/1/2017 6/1/2017 7/1/2017 8/1/2017 9/1/2017 10/1/2017 10/1/2019 11/1/2019 11/1/2017 12/1/2017 1/1/2018 2/1/2018 8.28% 3/1/2018 -2.08% 4/1/2018 -13.96% 5/1/2018 8.38% 6/1/2018 3.03% 7/1/2018 5.16% 8/1/2018 7.07% 9/1/2018 -8.97% 10/1/2018 -3.58% 11/1/2018 13.45% 12/1/2018 -15.17% 1/1/2019 -1.17% 2/1/2019 6.42% 3/1/2019 -5.69% 4/1/2019 16.83% 5/1/2019 -13.47% 6/1/2019 -5.50% 7/1/2019 8.76% 8/1/2019 -1.04% 9/1/2019 -0.14% 3.22% -1.64% 8.45% GM Total Returns 12/1/2019 1/1/2020 9.48% 2/1/2020 46.78% 3/1/2020 -7.90% 4/1/2021 5/1/2021 -2.86% -3.99% -1.53% -9.51% -7.00% -0.26% 5.12% -4.22% 7.78% 4/1/2020 -13.87% 5/1/2020 2.29% 6/1/2020 1.65% 7/1/2020 -16.00% 8/1/2020 0.14% 9/1/2020 -14.31% 10/1/2020 -21.24% 11/1/2020 5.28% 12/1/2020 -17.84% 1/1/2021 -1.27% 2/1/2021 -10.67% 3/1/2021 0.42% -3.52% 0.24% 4.10% 15.98% 6/1/2021 7/1/2021 8/1/2021 9/1/2021 10/1/2021 11/1/2021 12/1/2021 1/1/2022 2/1/2022 -7.02% -3.16% -5.94% -1.30% 11.19% 12.86% 6.81% Wilshire 5K T Return -0.75% -1.77% 0.11% -2.19% -1.97% -2.67% -1.08% -4.94% 3.98% 2.58% -0.40% -2.47% -0.62% -3.08% -3.23% 0.05% 8.14% -1.64% 10.48% -8.01% -3.15% -1.24% -3.76% 7.19% -6.27% -1.36% 2.54% -1.41% -1.92% -3.37% -2.62% 0.15% 9.01% 16.31% -11.80% -5.05% -2.22% -5.28% -6.74% 3.85% 2.24% -10.87% -4.10% 0.15% -2.75% -2.95% -4.85% -0.22% -2.54% -1.30% -2.71% 4.75% -6.16% 1.83% -3.15% 6.70% 2.61% 1.57%
Transcribed Image Text:Date 5/1/2017 6/1/2017 7/1/2017 8/1/2017 9/1/2017 10/1/2017 10/1/2019 11/1/2019 11/1/2017 12/1/2017 1/1/2018 2/1/2018 8.28% 3/1/2018 -2.08% 4/1/2018 -13.96% 5/1/2018 8.38% 6/1/2018 3.03% 7/1/2018 5.16% 8/1/2018 7.07% 9/1/2018 -8.97% 10/1/2018 -3.58% 11/1/2018 13.45% 12/1/2018 -15.17% 1/1/2019 -1.17% 2/1/2019 6.42% 3/1/2019 -5.69% 4/1/2019 16.83% 5/1/2019 -13.47% 6/1/2019 -5.50% 7/1/2019 8.76% 8/1/2019 -1.04% 9/1/2019 -0.14% 3.22% -1.64% 8.45% GM Total Returns 12/1/2019 1/1/2020 9.48% 2/1/2020 46.78% 3/1/2020 -7.90% 4/1/2021 5/1/2021 -2.86% -3.99% -1.53% -9.51% -7.00% -0.26% 5.12% -4.22% 7.78% 4/1/2020 -13.87% 5/1/2020 2.29% 6/1/2020 1.65% 7/1/2020 -16.00% 8/1/2020 0.14% 9/1/2020 -14.31% 10/1/2020 -21.24% 11/1/2020 5.28% 12/1/2020 -17.84% 1/1/2021 -1.27% 2/1/2021 -10.67% 3/1/2021 0.42% -3.52% 0.24% 4.10% 15.98% 6/1/2021 7/1/2021 8/1/2021 9/1/2021 10/1/2021 11/1/2021 12/1/2021 1/1/2022 2/1/2022 -7.02% -3.16% -5.94% -1.30% 11.19% 12.86% 6.81% Wilshire 5K T Return -0.75% -1.77% 0.11% -2.19% -1.97% -2.67% -1.08% -4.94% 3.98% 2.58% -0.40% -2.47% -0.62% -3.08% -3.23% 0.05% 8.14% -1.64% 10.48% -8.01% -3.15% -1.24% -3.76% 7.19% -6.27% -1.36% 2.54% -1.41% -1.92% -3.37% -2.62% 0.15% 9.01% 16.31% -11.80% -5.05% -2.22% -5.28% -6.74% 3.85% 2.24% -10.87% -4.10% 0.15% -2.75% -2.95% -4.85% -0.22% -2.54% -1.30% -2.71% 4.75% -6.16% 1.83% -3.15% 6.70% 2.61% 1.57%
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