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Select two stocks of your choice, and using Eikon database, you need returns data series using closing prices, preferably high frequency such as daily or weekly, for at least the last ten years. Keep track of the starting and end dates. • For the same time period, you need market proxy returns data, such as SPX (S&P 500) from Eikon database for the same the starting and end dates. • For the same period, you need risk-free (rf) proxy returns data, such as either a 1-month (30-day) or 3- month (90-day) T-Bill yields for the same the starting and end dates. • For 1-month (30-day) download from: https://fred.stlouisfed.org/series/DGS1MO • For 3-month (90-day) download from: https://fred.stlouisfed.org/series/DGS3MO • Using closing stock price returns (as in individual assignment 1), market proxy returns, and risk-free proxy yields, run the Ordinary Least Squares (OLS) regression (using gretl or Python) as shown in the third equation above (CAPM). You may choose the entire data series or split in half to run two separate regressions to compare estimates for different datasets (for a bonus grade). • What are your estimates for a (abnormal returns) and ß (beta systematic risk) as shown above for your chosen two stocks. • Submit your findings as a brief Word document with summary tables of OLS estimates including snapshots of your OLS regressions using gretl or Python. ** Has to use Eikon**

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