15. (Regression of a stock against the market) By using information provided in the previous problem, perform
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15. (Regression of a stock against the market) By using information provided in the previous problem, perform a regression of the portfolio returns vs. S&P 500 index returns for the period of 24 months. Report the slope of the regression,
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Related Book For
Principles Of Finance With Excel
ISBN: 9780190296384
3rd Edition
Authors: Simon Benninga, Tal Mofkadi
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