Stock prices

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.

  1. (20pts) Let the log return for stock i be ri,t at time t. Provide the sample mean and standard deviation for rm,t,rA,t,rs,t where 2012:M1 < t < 2021:M2. For convenience, “M” refers to “market.”
  2. (20pts) Estimate the CAPM equation and report the estimated /3 and R2 from the regression. Here the estimation sample ranges from 2012:M1 to 2021:M2. Note that you are estimating the CAPM equation for A and B stocks separately (so, twice in total).
  3. Similarly estimate the Fama-French 3 factor model for A and B stocks. Here the estimation sample ranges from 2012:M1 to 2021:M2.
    (a) (20pts) Compare the estimates of fi with those from the CAPM equation. (b) (20pts) Based on the coefficient estimates for “smb” and “hml” factors, discuss the characteristics of A and B stocks.

Sample Solution

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Handling conflict

Integrates how your ability to handle conflict can either enhance or hinder effective leadership in the health care environment.

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Communication apprehension

Communication apprehension is often rated as a top fear factor for students and employees. College will provide you with many opportunities to practice speaking in front of a group, and the chance to observe many people giving speeches. Take this opportunity to think about the skills of great speakers. What traits do you find most effective in a public speaker? How can you emulate these traits when you are making your own presentations? You might want to view a presentation by a public figure to give you some ideas.

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Miles, Monk, and Coltrane

While there are dozens of significant and virtuoso jazz musicians that emerge in the 1950’s-60’s, the three
most celebrated are Miles Davis, Thelonius Monk, and John Coltrane.
Miles Davis influenced and inspired new directions in modern jazz from the 1940’s-1970’s. He was at the
forefront of numerous new directions in jazz, constantly innovating but also trying to keep jazz commercially
accessible for the public.
Thelonius Monk was modern jazz’s composer of very odd but unique and innovative music. His music was not
well received by the public but musicians knew of his eccentric genius. His unique sound and contribution to
American music was finally awarded the prestigious Pulitzer Prize for Music in 2006, 24 years after his death in
1982.
John Coltrane, who learned jazz playing with Miles Davis and Monk among many others in the 1950’s, imbued
his tenor sax with what has been described as an ‘existential’ sound. He pushed the boundaries of
improvisation from ‘paragraphs’ of sound to ‘novels’ of sound. Having kicked a heroin habit (as did Miles
Davis), Coltrane was born again and explored jazz improvisation from a spiritual perspective. He transcended
the concept of playing notes and demonstrated that jazz improvisation could be an extension of one’s soul and
spirituality.
Assignment
Choose one of the musicians and create a powerpoint presentation that includes:
1st SLIDE: Biographical information
2nd SLIDE: Musical career
3rd SLIDE Description of their sound and style
4th SLIDE Significance in jazz history
5th SLIDE NEW: An analysis of a tune of your choosing that you found and why that track is a good
representation of the musicians significance and style.

Sample Solution

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