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30:39 ok Consider the two (excess return) index model regression results for A and B. RA = -2% + 1.8RM R-square= 0.628 Residual standard deviation
30:39 ok Consider the two (excess return) index model regression results for A and B. RA = -2% + 1.8RM R-square= 0.628 Residual standard deviation = 12.2% 1.2RM R-square= 0.586 RB 1.2% + Residual standard deviation = 10.5% a. Which stock has more firm-specific risk? Stock A Stock B b. Which stock has greater market risk? BROCK
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Corporate Valuation A Guide For Managers And Investors
Authors: Phillip R. Daves, Michael C. Ehrhardt, Ron E. Shrieves
1st Edition
0324274289, 978-0324274288
