4. If the Blume adjustment equation is fit and the appropriate equation is I -0.41+0.60 A. B....

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4. If the Blume adjustment equation is fit and the appropriate equation is I -0.41+0.60ß„

A.
B.
what is your best forecast of Beta for each of the stocks in Question l?
If the parameters of the Vasicek technique are fit, and they are -0.25, = 0.22, -1.00 0.36, o = 0.41 what is your best forecast Of Beta for each of the stocks in Question I ?

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Modern Portfolio Theory And Investment Analysis

ISBN: 9780471007432

5th Edition

Authors: Edwin J. Elton, Martin Jay Gruber

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