7. a. Suppose that a stock has a beta of 1.15. How do you interpret that value?...
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7.
a. Suppose that a stock has a beta of 1.15. How do you interpret that value?
b. Suppose that a stock has a beta of 1.00. Can one mimic the performance of the stock market by buying shares in only that stock?
8.
a. What is the market model?
b. What input into the CAPM is estimated from the market model?
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Related Book For
Foundations Of Global Financial Markets And Institutions
ISBN: 9780262039543
5th Edition
Authors: Frank J. Fabozzi, Frank J. Jones, Francesco A. Fabozzi, Steven V. Mann
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