2. Use the price history from Market Insight (www.mhhe.com/edumarketinsight) to calculate the beta of each of the
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2. Use the price history from Market Insight (www.mhhe.com/edumarketinsight) to calculate the beta of each of the firms in the previous question. Use this beta, the T-bill rate, and the return on the S&P 500 to calculate the risk-adjusted abnormal return of each stock group. Does any anomaly uncovered in the previous question persist after controlling for risk?
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