Based on five years of monthly data, you derive the following information for the companies listed:
Company | ai (Intercept) | σi | riM | ||
Intel | 0.24 | 11.00 | % | 0.66 | |
Ford | 0.09 | 16.00 | 0.32 | ||
Anheuser Busch | 0.20 | 8.50 | 0.67 | ||
Merck | 0.03 | 10.80 | 0.75 | ||
S&P 500 | 0.00 | 6.00 | 1.00 |
Intel:
Ford:
Anheuser Busch:
Merck:
Intel: %
Ford: %
Anheuser Busch: %
Merck: %
Answers summary
Beta
Intel: 1.210
Ford: 0.853
Anheuser: 0.949
Merck: 1.350
Expected Return
Intel: 14.26%
Ford: 12.12%
Anheuser: 12.69%
Merck: 15.10%
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