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a . What proportion of each stock's risk was market risk, and what proportion was specific risk? b . What is the variance of the
a What proportion of each stock's risk was market risk, and what proportion was specific risk? b What is the variance of the returns for Sun Life Financial stock? What is the specific variance? c What is the confidence interval on Suncor's beta? d If the CAPM is correct, what is the expected return on Sun Life? Assume a riskfree interest rate of and an expected market return of e Suppose that next year, the market provides a return. Knowing this, what return would you expect from Sun Life? 
a What proportion of each stock's risk was market risk, and what proportion was specific risk?
b What is the variance of the returns for Sun Life Financial stock? What is the specific variance?
c What is the confidence interval on Suncor's beta?
d If the CAPM is correct, what is the expected return on Sun Life? Assume a riskfree interest rate of and an expected market
return of
e Suppose that next year, the market provides a return. Knowing this, what return would you expect from Sun Life?
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Financial Analysis And Modeling Using Excel And VBA
Authors: Chandan Sengupta
2nd Edition
047027560X, 978-0470275603
