Question
A stock recently has been estimated to have a beta of 1.12: a. What will a beta book compute as the adjusted beta of this
A stock recently has been estimated to have a beta of 1.12:
a. What will a beta book compute as the adjusted beta of this stock? (Do not round intermediate calculations. Round your answer to 2 decimal places.)
b. Suppose that you estimate the following regression describing the evolution of beta over time:
t = 0.4 + 0.6t1
What would be your predicted beta for next year? (Do not round intermediate calculations. Round your answer to 3 decimal places.)
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Options Trading Crash Course
Authors: John Thomas Hill
1st Edition
979-8569471966
