#7 Autograder: CAPM

Groupmates Present

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Question 1: excess_m and excess_i

What dplyr verb did you use?

Not checked

Question 2: Visualize the CAPM

Paste your code to make the plot

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Not checked

Question 3: Capital Market Line

What dplyr verb did you use to calculate the mean and standard deviation of ret_i?

What is the mean of ret_i?

What is the standard deviation of ret_i?

Not checked

Question 4: The CAPM

Estimate for alpha

True alpha

Estimate for beta

True beta

The stock

amplifies dampens

When the market does well, the stock tends to

do very well do very poorly

When the market does poorly, the stock tends to

do very well do very poorly

Not checked

Question 5: Omitted Variable Bias

We should expect omitted variable bias when we estimate excess_i ~ excess_m because these omitted variables have an effect on both excess_i and excess_m.

macro_shock factor_shock firm_shock

Estimate for alpha

True alpha

Estimate for beta

True beta

Not checked

Finish

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