Yesterday Rupert Murdoch chatted with Neil Cavuto about his Dow Jones purchase, among other things. But the day before, another boss was on another financial cable channel.

CNBC's Squawk Box had GE Chairman and CEO Jeff Immelt on to discuss a variety of topics, including the possible sale of NBC Universal. Joe Kernen and Carl Quintanilla conducted the interview.

It doesn't appear NBC Universal is leaving the GE family anytime soon. "The company is worth more with NBC as part of it than it would be without NBC," Immelt said.

Broadcasting & Cable has more analysis.