Running a market model regression of AMZ's annual returns with those of the market results in an intercept of 0.5% and a slope of 0.8. If the most recent annual market return is 5% while the AMZ return is 6% and the standard error of the forecast is 0.185%. What is the standardized abnormal return (SAR)? Type in your answer as a decimal, rounded it off to 4 decimal places

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To calculate the standardized abnormal return SAR we need to determine the difference betwe... View the full answer