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

Question

Document 8Please 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 provided1. 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?

Tanmoy · Accepted Answer

Slope
	SUMMARY OUTPUT
	Regression Statistics
	Multiple R	0.6804965369
	R Square	0.4630755368
	Adjusted 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 Return
	10/1/17	2575.26001	NA		1105.280029	NA
	11/1/17	2584.840088	0.37%	0.29%	1176.75	6.47%	6.38%
	12/1/17	2673.610107	3.43%	3.35%	1169.469971	-0.

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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