Perform the first-pass regressions as did Chen, Roll, and Ross and tabulate the relevant summary statistics. (

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Perform the first-pass regressions as did Chen, Roll, and Ross and tabulate the relevant summary statistics. ( Hint: Use a multiple regression as in a standard spreadsheet package. Estimate the betas of the 12 stocks on the two factors.)

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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