3%. Performance is measured using an index model regression on excess retu mates Stock A 1% + 1.2(rm -rf 0.659 11.7% 23% Stock B 2% + 0.8(rm -rf) 0.478 20.5% 27.7% -, o(e) s returns tistics for each stock: (Round your answers to 4 decimal places.) Stock A Stock B % % choice under the following circumstances? to be held by the investor ith the rest of the investor's portfolio, currently composed solely of holdings in the es that the investor is analyzing to form an actively managed stock portfolio 3%. Performance is measured using an index model regression on excess retu mates Stock A 1% + 1.2(rm -rf 0.659 11.7% 23% Stock B 2% + 0.8(rm -rf) 0.478 20.5% 27.7% -, o(e) s returns tistics for each stock: (Round your answers to 4 decimal places.) Stock A Stock B % % choice under the following circumstances? to be held by the investor ith the rest of the investor's portfolio, currently composed solely of holdings in the es that the investor is analyzing to form an actively managed stock portfolio

Answer rating: 100% (QA)

The Answer is in the image, click to view ... View the full answer