Hand in PS2 (MT) - Date Monday, October 07, 2002 Friday,...

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GENERAL ELECTRICS&P 500TREASURY BILLSBeta CalculationDateAdjusted Closing PriceMonthly ReturnsExcess ReturnsCAPM ReturnsDateAdjusted Closing PriceMonthly ReturnExcess ReturnsDateAnnual ReturnsMonthly ReturnsMonday, October 07, 200219.342.44%2.30%0.64%Monday, October 07, 2002885.760.75%0.62%Monday, October 07, 20021.600.132%Correlation0.512Friday, November 01, 200220.787.45%7.34%4.71%Friday, November 01, 2002936.315.71%5.60%Friday, November 01, 20021.240.103%Stnadard Deviation (i)0.026###18.8-9.53%-9.63%-4.94%###879.82-6.03%-6.13%###1.180.098%Stnadard Deviation (m)0.042Thursday, January 02, 200317.86-5.00%-5.10%-2.24%Thursday, January 02, 2003855.7-2.74%-2.84%Thursday, January 02, 20031.150.095%Variance (m)0.001###18.714.76%4.66%-1.38%###841.15-1.70%-1.80%###1.180.098%Beta Risk0.822Monday, March 03, 200319.846.04%5.94%0.70%Monday, March 03, 2003848.180.84%0.74%Monday, March 03, 20031.160.096%Tuesday, April 01, 200322.9115.47%15.38%6.68%Tuesday, April 01, 2003916.928.10%8.01%Tuesday, April 01, 20031.140.095%Thursday, May 01, 200322.33-2.53%-2.62%4.20%Thursday, May 01, 2003963.595.09%5.00%Thursday, May 01, 20031.060.088%Monday, June 02, 200322.460.58%0.50%0.94%Monday, June 02, 2003974.51.13%1.05%Monday, June 02, 20030.960.080%Tuesday, July 01, 200322.27-0.85%-0.92%1.35%Tuesday, July 01, 2003990.311.62%1.55%Tuesday, July 01, 20030.880.073%Friday, August 01, 200323.164.00%3.92%1.48%Friday, August 01, 20031008.011.79%1.71%Friday, August 01, 20030.930.077%###23.491.42%1.35%

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Term
Fall
Professor
RossButlet
Tags
Finance, Corporate Finance, Return On Investment ROI, Homework, Investments, Assignment, Hand In Problem Set, Fm212, Lse, 1979, 1920, 1924, 1962, 1942

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