Title: Portfolio Management and Security Analysis

• Assigment :1000 words (not including references).
• A Turnitin Similarity Report lass then 10%.
• Harvard referencing style.
• Using matlap.
• I need also the source file for the matlap. For the answer.

I need only the question NO.2 using matlap:

2. Using the World equity index as the market portfolio, run the time-series regressions of your test asset excess returns to examine the CAPM. Report your statistical results in a Table, and discuss whether the zero alpha null hypothesis of the CAPM is rejected or not.

Time period: 1901 to 1911

Countries: Australia, austria, Belguim, Canda, Denmark, Finland, France, Germany, Ireland, Italy

Requirements: only bid if you have MatLab