Estimating the alpha and three betas for fftfm

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Reference no: EM132310788

The attached spreadsheet has 60 monthly returns for January 2013 through December 2017.

Column C - returns for MSFT

Column E - returns for AAPL

Column G - returns for BA

Column I - returns for PFE

Column J - returns for RMRF

Column K - returns for SMB

Column L - returns for HML

Using the data in the attached spreadsheet, pick ONE of the four stocks (Microsoft, Apple, Boeing, or Pfizer), and run a regression estimating the alpha and beta for CAPM and run a second regression estimating the alpha and three betas for FFTFM.

Paste your regression model results in a separate Excel file.

Attachment:- Monthly returns for capm.rar

Reference no: EM132310788

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