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3.Use the Excel regression data tool to test the CAPM following the example in Section D: Linear Regression and CAPM, in which we test the
3.Use the Excel regression data tool to test the CAPM following the example in Section D: Linear Regression and CAPM, in which we test the CAPM using MSFT and S&P 500 index returns.
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International Finance Putting Theory Into Practice
Authors: Piet Sercu
1st edition
069113667X, 978-0691136677
