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5 . You have run a regression of monthly returns for Disney against the S&P 5 0 0 and obtained the following: ReturnsDisney = 0

5. You have run a regression of monthly returns for Disney against the S&P 500 and obtained the following: ReturnsDisney =0.712%+1.2517 ReturnsS&P 500 R2=73% The average annual risk free rate during the period 0.5%.On a market-adjusted, risk-adjusted basis, how well did Cyprus do during this time period?a. About 9.02% better than expectedb. About-1.25% worse than expectedc. About 9.02% worse than expectedd. About 1.25% better than expectede. None of the above

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