Question
A stock recently has been estimated to have a beta of 1.32: a. What will a beta book compute as the adjusted beta of this
A stock recently has been estimated to have a beta of 1.32: 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 = 0.7 + 0.3t1 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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International Marketing And Export Management
Authors: Gerald Albaum , Alexander Josiassen , Edwin Duerr
8th Edition
9781292016924
