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Asset A Asset B Inter. Slope Inter. Slope Coef. 0.5% 0.7 -0.4% 1.4 T-Stat 1.28 8.38 -0.64 17.22 R-Sqrd. 0.66 0.42 The expected market excess
Asset A Asset B Inter. Slope Inter. Slope Coef. 0.5% 0.7 -0.4% 1.4 T-Stat 1.28 8.38 -0.64 17.22 R-Sqrd. 0.66 0.42 The expected market excess return is 1%. Perform a cross sectional test of the CAPM an...
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Financial Management Principles and Applications
Authors: Sheridan Titman, Arthur Keown, John Martin
12th edition
978-0133423822
