Question
15. Determine the active, idiosyncratic risk of CEYIX based on the 4- factor model. That is, report the annualized standard deviation of the residual
15. Determine the active, idiosyncratic risk of CEYIX based on the 4- factor model. That is, report the annualized standard deviation of the residual return from the 4-factor regression, in basis points, annualized, and rounded to the nearest basis point.
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Statistics For Business Decision Making And Analysis
Authors: Robert Stine, Dean Foster
2nd Edition
978-0321836519, 321836510, 978-0321890269
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