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Bloomberg, Precision, and Vasicek Adjusted Betas: Calculate the Bloomberg adjusted beta ( see Chapter 8 ) for each of the comparable companies and the portfolio
Bloomberg, Precision, and Vasicek Adjusted Betas: Calculate the Bloomberg adjusted beta see Chapter for each of the comparable companies and the portfolio of comparable companies that appear in the table for this problem. All of the companies are unlevered. Also calculate the precision weighted beta for the four comparable companies and the company being valued based on the unadjusted betas as well as the equally weighted beta of the five companies. In addition, compute the Vasicek adjusted beta for the company being valued based on the unadjusted betas. Compare the comparable company average beta based on the unadjusted betas comparable company precision weighted beta, and Vasicek adjusted beta.
tabletableBetaEstimatetableStandardError of BetatstatisticComparable Company #Comparable Company #Comparable Company #Comparable Company #Comparable company average beta Company being valued,
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