Project #64015 - finance 1

Budget: $25

Question

In the Excel File, you have monthly rate of returns for four stocks and S&P500, and the monthly risk premium of the three factors in Fama-French 3-factor model.  

·      Use the regression function in Excel to find out the Beta of each firm, and the sensitivity of the rate of returns of these four stocks to the three factors. 

·      Explain your regression results.   You may want to explain how responsive are the stocks to the market factor, Fama-French three factors, how fit are your models, and the meanings of the estimated coefficients.  If you are a fund manager and currently holds a well-diversified market portfolio, would you add any of these four stocks in your portfolio? Explain.

 

Subject Business
Due By (Pacific Time) 03/28/2015 04:00 pm
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