options crt;  ? 2e1
in return;
freq m;
smpl 85:1 87:12;
?plot market;  ? (a)
plot(preview) market;  ? (a) - graphics version
?
? transformations and means for market and rkfree
? Use DOT command to apply the same transformations to each.
?
dot rkfree market;
 smpl 78:1 87:12;
  rp. = . - rkfree;      ? risk premium (monthly)
  a. = (1 + .)**12 - 1;  ? annual returns from monthly
  ap. = a. - arkfree;    ? risk premium (annual)
enddot;
msd market rkfree rpmarket, amarket arkfree apmarket;
?
? transformations for companies
? DOT is used to do calculations for all companies,
? but you can choose a particular one,
? and delete the others from the DOT command.
?
dot mobil texaco ibm dec datgen coned psnh weyer boise
    motor tandy panam delta contil citcrp gerber genmil;  ? long command
 smpl 78:1 87:12;
  rp. = . - rkfree;
 smpl 87:10,87:10;
  print rp.;
 smpl 78:1 87:12;
  a. = (1 + .)**12 - 1;
  ap. = a. - arkfree;
  msd . rp. a. ap.;        ? (b)
 smpl 85:1 87:12;
  ?plot rp. P rpmarket M;  ? (c)
  plot(origin,preview) rp. rpmarket;  ? (c) - graphics version
  msd(corr) rp. rpmarket;
  set beta = @corr(2,1)*sqrt(@var(2)/@var(1));
  print beta;              ? (d)
enddot;