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
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
Related questions
Question
all i was given for data

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

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%
Expert Solution

This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
This is a popular solution!
Trending now
This is a popular solution!
Step by step
Solved in 4 steps with 2 images

Knowledge Booster
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, finance and related others by exploring similar questions and additional content below.Recommended textbooks for you

Essentials Of Investments
Finance
ISBN:
9781260013924
Author:
Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:
Mcgraw-hill Education,



Essentials Of Investments
Finance
ISBN:
9781260013924
Author:
Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:
Mcgraw-hill Education,



Foundations Of Finance
Finance
ISBN:
9780134897264
Author:
KEOWN, Arthur J., Martin, John D., PETTY, J. William
Publisher:
Pearson,

Fundamentals of Financial Management (MindTap Cou…
Finance
ISBN:
9781337395250
Author:
Eugene F. Brigham, Joel F. Houston
Publisher:
Cengage Learning

Corporate Finance (The Mcgraw-hill/Irwin Series i…
Finance
ISBN:
9780077861759
Author:
Stephen A. Ross Franco Modigliani Professor of Financial Economics Professor, Randolph W Westerfield Robert R. Dockson Deans Chair in Bus. Admin., Jeffrey Jaffe, Bradford D Jordan Professor
Publisher:
McGraw-Hill Education