Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Consider the index model regression results for A: RA = 0,05 +1.44RM R square= 0.576 Residual standard deviation = 10.3% If rf were constant at

image text in transcribed
Consider the index model regression results for A: RA = 0,05 +1.44RM R square= 0.576 Residual standard deviation = 10.3% If rf were constant at 0.02 and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

The Nurse Managers Guide To Budgeting And Finance

Authors: Al Rundio

2nd Edition

1940446589, 978-1940446585

More Books

Students also viewed these Finance questions