1- Estimate the b coefficients of the CAPM model for AAPL (APPLE)using monthly data from 2018M1 to 2022M12. Comment on the significance and interpretation of the estimated coefficients.
Test the hypothesis that the systematic risk of AAPL (b) is no different from the market risk (a = .05).
How to perform an ex-post forecasting for the three month of your data?
Assume that the expected market risk premium for the first three months of 2023 will be .010, .015 and .018 during the January, February, and March of 2023, respectively. Do an ex-ante forecasting of the expected return for AAPL for the first three months of 2023.
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