Question
Consider The index model for stock A has been estimated with the following result: R A = 0.05 + 1.5 R M + e A
Consider The index model for stock A has been estimated with the following result: RA = 0.05 + 1.5RM + eA; M = 0.4 and R2A = 0.65.
What would be the percentage variance of residuals of stock A? (Do not round your intermediate calculations. Enter your final answer in percent rounded up, if necessary, to two decimal places without the % symbol).
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Recession Proof Setups 21 Proven Stock Market Trading Strategies In A Bear Market
Authors: Matthew Giannino
1st Edition
1734554037, 978-1734554038
