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1. Suppose we test for return predictability in a stock, and get the regression equation below. Suppose r=0.02. Compute the one step and two step

1. Suppose we test for return predictability in a stock, and get the regression equation below. Suppose r=0.02. Compute the one step and two step ahead return forecasts, i.e. E(r+1) and El(rt+2). r=0.01+0.05r1+

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