Intro The following table shows rates of return for a mutual fund and the market...
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Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). A B 1 Year Fund Market 2 1 13% 14% -26% 3 N -14% 4 3 -8% -6% 5% 5 4 28% 6 5 8% 14% 8% 7 6 3% Part 1 Attempt 1/10 for 10 pts. Regress the returns on the stock on the returns on the S&P 500. What is the beta of the fund, using the industry model (not subtracting the risk-free rate), i.e., the slope coefficient of the regression? 2+ decimals
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