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Consider the two ( exocess return ) index - model regression results for stocks A and B . The risk - free rate ower the
Consider the two exocess return indexmodel regression results for stocks A and The riskfree rate ower the period was and the
market's average return was Performance is measured using an index model regression on excess returns.
Required:
a Calculate the following statistics, for each stock: Do not round intermediate calculations. Round your answers to decimal
pleces.
b Which stock is the best cholce under the following circumstances?
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