FIN3310: INTERMEDIATE FINANCIAL ANALYSIS
SPREADSHEET ASSIGNMENT: Chapter 3
1. Read sections 3.5a through 3.5d in the textbook.
2. Retrieve the file HWDataChapter3. The data in the file refer
to a single stock (General Electric), a broad measure of the
stock market (Standard & Poor’s 500 Stock Index), a stock
portfolio mutual fund (Fidelity Magellan), and 3-month Treasury
bills. All data begin in row 2 and end in row 49.
3. In Excel, select Data | Data Analysis | Regression. Click OK
and enter the appropriate cell ranges for GE Return and Market
Return using the market model. These are the Input Y Range and
Input X Range, respectively. Important note: The Analysis
Toolpak is required for regression analysis in Excel.
4. Change the column width to 12 for each column of Summary
Output. Print using a landscape orientation.
5. In Excel, select Data | Data Analysis | Regression. Click OK
and enter the appropriate cell ranges for GE Return and Market
Return using the CAPM: Excess returns model (subtracts rRF
from both the stock returns and market returns). These are
the Input Y Range and Input X Range, respectively. (Reminder:
The original columns of data are available in Sheet 1).
6. Change the column width to 12 for each column of Summary
Output. Print using a landscape orientation. (Note: The
results for parts 4 and 6 should be similar.)
7. In Excel, select Data | Data Analysis | Regression. Click OK
and enter the appropriate cell ranges for Fidelity Magellan
Return and Market Return using the market model. These are
The Input Y Range and Input X Range, respectively.
8. Change the column width to 12 for each column of Summary
Output. Print using a landscape orientation.
9. In Excel, select Data | Data Analysis | Regression. Click OK
and enter the appropriate cell ranges for Fidelity Magellan
Return and Market Return using the CAPM: Excess returns model
(subtracts rRF from both the mutual fund portfolio returns and
Market returns). These are the Input Y Range and Input X
Range, respectively.
10. Change the column width to 12 for each column of Summary
Output. Print using a landscape orientation. (Note: The
results for parts 8 and 10 should be similar.)
Grade Value: 15 points
Submission date:
THE ASSIGNMENT IS DUE AT THE BEGINNING OF CLASS.
NO LATE ASSIGNMENTS WILL BE ACCEPTED.