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Aimee Cho ran a regression of Tesla monthly excess stock returns ( in % ) on the market excess returns ( also in % )
Aimee Cho ran a regression of Tesla monthly excess stock returns in on the market excess returns also in Part of the singlefactor regression output is shown below.
ANOVA
df SS MS F Significance F
Regression
Residual
Total
a What is the standard deviation that represents Tesla's firmspecific risk? That is the part of standard deviation that is specific to Tesla and not the market.
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