CAPM Analysis of the Capital Asset Pricing

STATISTICS STATISTICS 1 1 STATISTICS Statistics Name of the Student Name of the University Course ID Introduction 2 Significance of Beta 2 t statistics and R square 4 Discussion and merits and demerits of CAPM analysis 5 Merits and Demerits of CAPM 9 Sensitivity to sector characteristics 9 Conclusion 10 References 12 Introduction The business report is prepared to test the Capital Asset Pricing Model (CAPM). The beta value is significantly smaller than the p value associated with the beta