Download “stocks.xlsx.” You will find 3 stock prices (labeled “market, A, B”) and 3 factors (labeled “riskfree, smb, hml”) in the range of 2011:M12 to 2021:M2. (20pts) Let the log […]
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Download “stocks.xlsx.” You will find 3 stock prices (labeled “market, A, B”) and 3 factors (labeled “riskfree, smb, hml”) in the range of 2011:M12 to 2021:M2. (20pts) Let the log […]