Document 8 Please show all of your work. Remember to input your answer without a dollar sign ($) or a comma (,), and only up to 4 decimal places (i.e. 0.50) Please look at the Risk 6 spreadsheet...

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Document 8 Please show all of your work. Remember to input your answer without a dollar sign ($) or a comma (,), and only up to 4 decimal places (i.e. 0.50) Please look at the Risk 6 spreadsheet provided 1. What is AMZN's annualized return volatility? 2. What is the market’s annualized return volatility? 3. What is AMZN’s market β, using Excel's SLOPE function? 4. What is AMZN’s market β, using Excel's SLOPE function?
Answered 6 days AfterJan 12, 2021

Answer To: Document 8 Please show all of your work. Remember to input your answer without a dollar sign ($) or...

Tanmoy answered on Jan 18 2021
160 Votes
Slope
    SUMMARY OUTPUT
    Regression Statistics
    Multiple R    0.6804965369
    R Square    0.4630755368
    A
djusted R Square    0.4468050985
    Standard Error    0.0683236974
    Observations    35
    ANOVA
        df    SS    MS    F    Significance F
    Regression    1    0.1328603242    0.1328603242    28.4611593631    0.0000068664
    Residual    33    0.1540482116    0.0046681276
    Total    34    0.2869085358
        Coefficients    Standard Error    t Stat    P-value    Lower 95%    Upper 95%    Lower 95.0%    Upper 95.0%
    Intercept    0.0246191138    0.0118069594    2.0851358146    0.0448700882    0.0005976745    0.0486405532    0.0005976745    0.0486405532
    X Variable 1    1.2169273816    0.2281068722    5.3349001268    0.0000068664    0.7528404629    1.6810143003    0.7528404629    1.6810143003
Sheet1
        SP500            AMZN
    Date    Adj Close    Mthly Return    Mthly Excess Return    Adj Close    Mthly Return    Mthly Excess...
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