13. Abnormal returns (S12.3) Here are alphas and betas for Este Lauder and Caterpillar Tractor for the

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13. Abnormal returns (S12.3) Here are alphas and betas for Estée Lauder and Caterpillar Tractor for the 60 months ending June 2017. Alpha is expressed as a percent per month.

Alpha Beta Estée Lauder 0.48 0.70 Caterpillar Tractor

−0.41 1.26 Explain how these estimates would be used to calculate an abnormal return.

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Principles Of Corporate Finance

ISBN: 9781264080946

14th Edition

Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans

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Question Posted: Jul 31, 2024 08:01 AM

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13. Abnormal returns (S12.3) Here are alphas and betas for Este Lauder and Caterpillar Tractor for the

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Principles Of Corporate Finance

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