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can you do all parts please R-square =0.640 Residual standard deviation =12.6% : RD=1.41+2RMRsquare=0.590 Residual standard deviation =11.4% Required: a. Which stock has more firm-specific
can you do all parts please
R-square =0.640 Residual standard deviation =12.6% : RD=1.41+2RMRsquare=0.590 Residual standard deviation =11.4% Required: a. Which stock has more firm-specific risk? b. Which stock has greater market risk? c. For which stock does market movement explain a greater fraction of return variability? d. If xf were constant at 6% and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A ? Complete this question by entering your answers in the tabs below. Which stock has more firm-specific risk Step by Step Solution
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