8. The expected return for Sawyer Coding Company's stock is described by the Roll-Ross model. Sawyer's reaction
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8. The expected return for Sawyer Coding Company's stock is described by the Roll-Ross model. Sawyer's reaction coefficients are as follows:
b, = 1.4,
b, = 2.0,
b, = .7,
b, = 1.2, and
b, = .8. Using the lambda estimates of Chen, Roll, and Ross, what is the expected monthly return for this security?
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