q3a using the following regression model obtain capm betas for both an
Q3a. Using the following regression model obtain CAPM betas for both ANZ and COH using
excess returns by estimating the following regressions (1 mark)
REOH = aCOH + PсOHR
RANZ = CANZ + BANZ R
where ucox and UANZ are the random error terms of the regression models.
Q3b. Present the two beta coefficients estimated in question Q3a (use 4 decimal places).
Comment on what do they imply about systematic risk? (2 marks)
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