11. Measuring risk (S9.2) The following table shows estimates of the risk of two well-known Canadian stocks:
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11. Measuring risk (S9.2) The following table shows estimates of the risk of two well-known Canadian stocks:
Standard Deviation (%) R 2 Beta Standard Error of Beta Sun Life Financial 18.3 0.34 0.89 0.16 Suncor Energy 23.4 0.32 1.11 0.21
a. What proportion of each stock’s risk was market risk, and what proportion was specific risk?
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Related Book For
Principles Of Corporate Finance
ISBN: 9781264080946
14th Edition
Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans
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