a. How many regression estimates of the SCL do we have from the sample? b. How many
Question:
a. How many regression estimates of the SCL do we have from the sample?
b. How many observations are there in each of the regressions?
c. According to the CAPM, what should be the average value of the intercept in these regressions?
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Related Book For
ISE Investments
ISBN: 9781260571158
12th International Edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus
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