Here are alphas and betas for Intel and Conagra for the 60 months ending February 2012. Alpha

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Here are alphas and betas for Intel and Conagra for the 60 months ending February 2012. Alpha is expressed as a percent per month.
Alpha Beta
Intel ................... 0.97 ........... 1.08
ConAgra .............. 0.51 ............ 0.67
Explain how these estimates would be used to calculate an abnormal return.
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Principles of Corporate Finance

ISBN: 978-0078034763

11th edition

Authors: Richard Brealey, Stewart Myers, Franklin Allen

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