Question
A single index model regression for a stock is summarized as: Ri = 0.2 + 1.5 RM R-squared = .40 The results imply that _____
A single index model regression for a stock is summarized as: Ri = 0.2 + 1.5 RM R-squared = .40 The results imply that _____ of the variation in Ri is explained by variation in RM.
40%
1.5%
16%
20%
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Real Estate Finance And Investments
Authors: William Brueggeman, Jeffrey Fisher
17th Edition
1264072945, 978-1264072941
