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Analysts may use regression analysis to estimate the single index model for a stock. When doing so , the slope of the regression line is
Analysts may use regression analysis to estimate the single index model for a stock. When doing so the slope of the regression line is an estimate of:
the stock's beta.
the stock's alpha.
the stock's variance.
the stock's Sharpe ratio,
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Victorian Literature And Finance
Authors: Francis O'Gorman
1st Edition
0199281920, 978-0199281923
