% Return on T-Bills, Stocks and Market IndexState of the economyProbabilityT-BillsPhillipsPay -upRubber-madeMarket IndexRecession0.27-222810-13Below Average0.17-214.7-101Average0.37200715Above Average0.3735-104529Boom0.1750-203043Mean 716.92.0719.6015Standard Deviation 023.415.6218.9217.71Coefficient of Variation 01.397.550.971.18Covariance with MP 00.04-0.30.020.03Correlation with Market Index 01-1.00.691Beta CAPM Req. Return 717.54-0.0212.8915.0Valuation (Overvalued/Undervalued/Fairly valued) Fairly valuedOvervaluedUndervaluedUndervaluedFairly valuedNature of stock DefensiveAggressiveDefensiveDefensiveDefensiveShowing all working complete the table showing Beta

Given the data as % Return on T-Bills, Stocks and Market Index State of the economy…

Answered: % Return on T-Bills, Stocks and Market…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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		% Return on T-Bills, Stocks and Market Index
State of the economy	Probability	T-Bills	Phillips	Pay -up	Rubber-made	Market Index
Recession	0.2	7	-22	28	10	-13
Below Average	0.1	7	-2	14.7	-10	1
Average	0.3	7	20	0	7	15
Above Average	0.3	7	35	-10	45	29
Boom	0.1	7	50	-20	30	43
Mean		7	16.9	2.07	19.60	15
Standard Deviation		0	23.4	15.62	18.92	17.71
Coefficient of Variation		0	1.39	7.55	0.97	1.18
Covariance with MP		0	0.04	-0.3	0.02	0.03
Correlation with Market Index		0	1	-1.0	0.69	1
Beta
CAPM Req. Return		7	17.54	-0.02	12.89	15.0
Valuation (Overvalued/Undervalued/Fairly valued)		Fairly valued	Overvalued	Undervalued	Undervalued	Fairly valued
Nature of stock		Defensive	Aggressive	Defensive	Defensive	Defensive