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    Class Work: N 6 RF 2 S.no RM (X) Ra (Y) XY X

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    Sarfraz Khan
    This document provides data and calculations to estimate stock returns using linear regression analysis. It includes the number of observations (n=5), risk-free rate (Rf=9), stock return data (Rm), actual return data (Ra), calculations for the slope (β=1.30) and y-intercept (a=-0.17) of the capital market line, and estimated returns using the capital market line and security market line models. A scatter plot of the data is also shown.

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    Class Work: N 6 RF 2 S.no RM (X) Ra (Y) XY X

    Uploaded by

    Sarfraz Khan
    10 views24 pages
    This document provides data and calculations to estimate stock returns using linear regression analysis. It includes the number of observations (n=5), risk-free rate (Rf=9), stock return data (Rm), actual return data (Ra), calculations for the slope (β=1.30) and y-intercept (a=-0.17) of the capital market line, and estimated returns using the capital market line and security market line models. A scatter plot of the data is also shown.

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    Original Title

    Cap-M

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    This document provides data and calculations to estimate stock returns using linear regression analysis. It includes the number of observations (n=5), risk-free rate (Rf=9), stock return data (Rm), actual return data (Ra), calculations for the slope (β=1.30) and y-intercept (a=-0.17) of the capital market line, and estimated returns using the capital market line and security market line models. A scatter plot of the data is also shown.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    10 views24 pages

    Class Work: N 6 RF 2 S.no RM (X) Ra (Y) XY X

    Uploaded by

    Sarfraz Khan
    This document provides data and calculations to estimate stock returns using linear regression analysis. It includes the number of observations (n=5), risk-free rate (Rf=9), stock return data (Rm), actual return data (Ra), calculations for the slope (β=1.30) and y-intercept (a=-0.17) of the capital market line, and estimated returns using the capital market line and security market line models. A scatter plot of the data is also shown.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    of 24

    Class Work

    n
    Rf

    =
    =

    6
    2

    S.no
    1
    2
    3
    4
    5
    6
    Sum
    Mean

    Rm (X)
    12
    8
    -10
    -2
    8
    7
    23
    3.83

    Ra (Y)
    30
    24
    -4
    10
    6
    10
    76
    12.67

    XY
    360
    192
    40
    -20
    48
    70
    690

    X
    144
    64
    100
    4
    64
    49
    425

    n
    n

    .
    .

    xy
    x

    6
    6

    .
    .

    690
    425

    23

    4140
    2550

    (x)

    (
    1748
    529

    2392
    2021

    1.18

    Ra

    12.67

    1.18

    8.13

    CLM :
    Ra^

    Ra^

    8.13

    1.18

    Estimation :
    Rm
    0
    5

    Ra^
    8.13
    14.05

    SLM :
    Ri

    Rf

    (Rm

    Ri

    3.83

    Ri

    4.17

    35
    30
    25
    20
    15
    10
    5

    0
    -15

    -10

    -5

    10

    15

    0
    -15

    -10

    -5

    -5
    -10

    10

    15

    .
    (x)

    .
    23

    76
    )

    1748
    529

    Rm
    3.83

    Rm
    Rm

    Rf)

    1.18

    scatter Data
    CML

    15

    15

    PSO
    n
    Rf

    =
    =

    5
    9

    S.no
    1
    2
    3
    4
    5

    Rm (X)
    4
    -8
    2
    1
    0.1

    Ra (Y)
    2
    -3
    -3
    -0.5
    3

    XY
    8
    24
    -6
    -0.5
    0.3

    X
    16
    64
    4
    1
    0.01

    Sum
    Mean

    -0.9
    -0.18

    -1.5
    -0.30

    25.8 85.01

    n
    n

    .
    .

    xy
    x

    5
    5

    .
    .

    25.8
    85

    -0.9

    129
    425.05

    (x)

    (
    1.35
    0.81

    127.65
    424.24

    0.30

    Ra

    -0.30

    0.30

    -0.25

    CLM :
    Ra^

    Ra^

    -0.25

    0.30

    Estimation :
    Rm
    0
    5

    Ra^
    -0.25
    1.26

    SLM :
    Ri

    Rf

    (Rm

    Ri

    -0.18

    Ri

    6.24

    4
    3
    2
    1
    0
    -10

    -5

    -1
    -2
    -3

    10

    -3
    -4

    .
    (x)

    .
    -1.5
    -0.9 )
    1.35
    0.81

    Rm
    -0.18

    Rm
    Rm

    Rf)

    0.30

    scatter Data
    10

    CML

    MCB
    n
    Rf

    =
    =

    5
    9

    S.no
    1
    2
    3
    4
    5

    Rm (X)
    4
    -8
    2
    1
    0.1

    Ra (Y)
    2
    -9
    -2
    -0.7
    1

    XY
    8
    72
    -4
    -0.7
    0.1

    X
    16
    64
    4
    1
    0.01

    Sum
    Mean

    -0.9
    -0.18

    -8.7
    -1.74

    75.4 85.01

    n
    n

    .
    .

    xy
    x

    5
    5

    .
    .

    75.4
    85

    -0.9

    377
    425.05

    (x)

    (
    7.83
    0.81

    369.17
    424.24

    0.87

    Ra

    -1.74

    0.87

    -1.58

    CLM :
    Ra^

    Ra^

    -1.58

    0.87

    Estimation :
    Rm
    0
    5

    Ra^
    -1.58
    2.77

    SLM :
    Ri

    Rf

    (Rm

    Ri

    -0.18

    Ri

    1.01

    4
    2
    0
    -10

    -5

    0
    -2
    -4
    -6
    -8

    10

    -8
    -10

    .
    (x)

    .
    -8.7
    -0.9 )
    7.83
    0.81

    Rm
    -0.18

    Rm
    Rm

    Rf)

    0.87

    10
    scatter Data
    CML

    lucky cement
    n
    Rf

    =
    =

    5
    9

    S.no
    1
    2
    3
    4
    5

    Rm (X)
    4
    -8
    2
    1
    0.1

    Ra (Y)
    -1
    -12
    6
    7
    -2

    XY
    -4
    96
    12
    7
    -0.2

    X
    16
    64
    4
    1
    0.01

    Sum
    Mean

    -0.9
    -0.18

    -2
    -0.40

    111

    85.01

    n
    n

    .
    .

    xy
    x

    5
    5

    .
    .

    111
    85

    -0.9

    554
    425.05

    (x)

    (
    1.8
    0.81

    552.2
    424.24

    1.30

    Ra

    -0.40

    1.30

    -0.17

    CLM :
    Ra^

    Ra^

    -0.17

    1.30

    Estimation :
    Rm
    0
    5

    Ra^
    -0.17
    6.34

    SLM :
    Ri

    Rf

    (Rm

    Ri

    -0.18

    Ri

    -2.95

    10

    7.00
    6.00

    5.00
    4.00

    0
    -10

    -8

    -6

    -4

    -2

    0
    -5

    -10

    3.00
    2.00
    1.00

    -10
    0.00
    -15

    -1.00

    .
    (x)

    .
    -2
    -0.9 )
    1.8
    0.81

    Rm
    -0.18

    Rm
    Rm

    Rf)

    1.30

    7.00
    6.00
    5.00
    4.00
    3.00
    2.00
    1.00

    scatter Data
    CML

    0.00
    -1.00

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