Hand in PS2 (MT) - Date Monday Friday Thursday Monday...

GENERAL ELECTRIC S&P 500 TREASURY BILLS Beta Calculation
Date Adjusted Closing Price Monthly Returns Excess Returns CAPM Returns Date Adjusted Closing Price Monthly Return Excess Returns Date Annual Returns Monthly Returns
Monday, October 07, 2002 19.34 2.44% 2.30% 0.64% Monday, October 07, 2002 885.76 0.75% 0.62% Monday, October 07, 2002
1.60
0.132% Correlation 0.512
Friday, November 01, 2002 20.78 7.45% 7.34% 4.71% Friday, November 01, 2002 936.31 5.71% 5.60% Friday, November 01, 2002 1.24 0.103% Stnadard Deviation (i) 0.026
### 18.8 -9.53% -9.63% -4.94% ### 879.82 -6.03% -6.13% ### 1.18 0.098% Stnadard Deviation (m) 0.042
Thursday, January 02, 2003 17.86 -5.00% -5.10% -2.24% Thursday, January 02, 2003 855.7 -2.74% -2.84% Thursday, January 02, 2003 1.15 0.095% Variance (m) 0.001
### 18.71 4.76% 4.66% -1.38% ### 841.15 -1.70% -1.80% ### 1.18 0.098% Beta Risk 0.822
Monday, March 03, 2003 19.84 6.04% 5.94% 0.70% Monday, March 03, 2003 848.18 0.84% 0.74% Monday, March 03, 2003 1.16 0.096%
Tuesday, April 01, 2003 22.91 15.47% 15.38% 6.68% Tuesday, April 01, 2003 916.92 8.10% 8.01% Tuesday, April 01, 2003 1.14 0.095%
Thursday, May 01, 2003 22.33 -2.53% -2.62% 4.20% Thursday, May 01, 2003 963.59 5.09% 5.00% Thursday, May 01, 2003 1.06 0.088%
Monday, June 02, 2003 22.46 0.58% 0.50% 0.94% Monday, June 02, 2003 974.5 1.13% 1.05% Monday, June 02, 2003 0.96 0.080%
Tuesday, July 01, 2003 22.27 -0.85% -0.92% 1.35% Tuesday, July 01, 2003 990.31 1.62% 1.55% Tuesday, July 01, 2003
0.88
0.073%
Friday, August 01, 2003 23.16 4.00% 3.92% 1.48% Friday, August 01, 2003 1008.01 1.79% 1.71% Friday, August 01, 2003 0.93 0.077%
### 23.49 1.42% 1.35% -0.97%