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(a) (12 points) Consider the CAPM model regression results for stock A and stock B: RA - Rf = -1% +0.8(RM - Rf), where RA
(a) (12 points) Consider the CAPM model regression results for stock A and stock B: RA - Rf = -1% +0.8(RM - Rf), where RA is the return of stock A, RM is the return of the market, and Rf is the risk-f...
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Foundations of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen
14th edition
007745443X, 978-0073530727, 73530727, 978-0077454432
