Question
How is the Capital Asset Pricing Model related to regression? (Select all that apply) a. regression provides an estimate of alpha which is an input
How is the Capital Asset Pricing Model related to regression? (Select all that apply)
a. regression provides an estimate of alpha which is an input in CAPM
b. regression is a waste of everyone's time
c. regression provides an estimate of alpha, which is an output of CAPM
d. regression provides an estimate of beta, which is used in CAPM
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Foundations Of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen
17th Edition
126001391X, 978-1260013917
