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let y and x be weekly excess returns of a...

Question: let y and x be weekly excess returns of a...

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Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734

(ii) Compute the sample variance for Y (รื่.) and sample correlation between X and Y (Txy).

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