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( beta z ) ( * * * ) Return Stock _ Z for 1 st month = 0 . 0 0 0 0

(\beta z)(***) Return Stock_Z for 1st month =0.00000
T-bill 1st month =0.00444
Actual excess ret on Stock_Z (1st month)-0.00444
RESIDUAL OUTPUT Actual Excess ret on Market (1st month)-0.000390
Predicted 1st month return using Indx Model as in (g)0.011350.011820.035871187
Observation Predicted Y Residuals = Yactual - Ypredicted ==>(see ***) Actual Excess Return Stock_Z
10.01135-0.01579-0.01579-0.00444
2-0.090850.00161-0.08924
30.00007-0.01590-0.01583
4-0.058660.083230.02456
50.07928-0.043100.03618
6-0.013730.098130.08440
70.03487-0.07445-0.03958
8-0.020660.099320.07866
9-0.031250.031920.00067
100.12283-0.017790.10504
11-0.01837-0.17200-0.19037
12-0.055510.04317-0.01234
130.076190.019530.09572
140.02958-0.05282-0.02324
150.082260.056040.13830
16-0.027690.00538-0.02231
17-0.000690.040240.03955
18-0.031700.040230.00853
190.07277-0.000020.07275
20-0.02300-0.05448-0.07748
210.053200.052970.10617
220.054150.029310.08346
23-0.031720.082660.05095
240.05705-0.054710.00234
250.07561-0.054850.02076
260.078930.053330.13226
270.104900.030280.13518
280.08271-0.09126-0.00856
29-0.16939-0.12804-0.29744
30-0.00734-0.02656-0.03390
310.054320.052040.10637
32-0.016140.01612-0.00002
330.017650.093500.11115
340.06704-0.051870.01517
350.09190-0.019920.07198
360.01907-0.08554-0.06647
370.025550.104560.13011
380.06050-0.053590.00691
39-0.03507-0.01395-0.04901
400.07080-0.022100.04870
41-0.06295-0.01308-0.07603
420.101000.022200.12320
430.058920.008540.06746
440.07704-0.024630.05242
450.076730.020770.09750
46-0.04520-0.04697-0.09218
470.013710.038260.05198
480.080600.014550.09514
49-0.019400.100670.08128
500.095330.012090.10742
510.03808-0.021380.01669
520.07180-

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