A stock recently has been estimated to have a beta of 1.24: a. What will a beta

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A stock recently has been estimated to have a beta of 1.24:

a. What will a beta book compute as the “adjusted beta” of this stock?

b. Suppose that you estimate the following regression describing the evolution of beta over time:

t 5 .3 1 .7t21 What would be your predicted beta for next year?

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Jul 31, 2024 04:01 AM

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A stock recently has been estimated to have a beta of 1.24: a. What will a beta

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Investments

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