Question
Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 8%, and the markets average
Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 8%, and the markets average return was 14%. Performance is measured using an index model regression on excess returns.
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Real Estate Finance
Authors: Walt Huber, Levin P. Messick
5th Edition
0916772438, 9780916772437
