Fill in the following table, supplying all the missing information. Use this inf

Question

Fill in the following table, supplying all the missing information. Use this information to calculate the security's beta. (Negative values should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Enter your Return Deviations answers as a whole number percentage. Round Squared Deviations, Product of Deviations answers to 5 decimal places and Security's beta answer to 2 decimal places. Omit the sign in your response.)

Explanation / Answer

Beta of Security = Covariance (Security, Market)/Variance of Market = 2.15/1.41 = 1.5248.

Return (x1) Return Market(Y1) (x-x1) (x-X1)^2 (y-y1) (y-X1)^2 (x-x1)(y-y1) 8% 5% 5.00% 0.25% 1.80% 0.03% 0.0900% -18% -14% 31.00% 9.61% 20.80% 4.33% 6.4480% 21% 15% -8.00% 0.64% -8.20% 0.67% 0.6560% 38% 21% -25.00% 6.25% -14.20% 2.02% 3.5500% 16% 7% -3.00% 0.09% -0.20% 0.00% 0.0060% 13.00% 6.80% 16.84% 7.05% 10.7500% X Y Variance (16.84/5) 3.37% Variance (16.84/5) 1.41% 2.15% Standard Deviation(Variance)^(1/2) 1.835756 Standard Deviation(Variance)^(1/2) 1.187434 Standard Deviation of Security = 1.835756 Standard Deviation of Market = 1.187434. Covariance of Security and Market = 2.15

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