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On a given day the excess return on the Australian stock market is -1.8%. On the same day the excess return on Share ABC is
On a given day the excess return on the Australian stock market is -1.8%. On the same day the excess return on Share ABC is -2.4%. If there were NO unsystematic risk factors affecting the share on that day, what is your estimate of the share's beta?
A share has a beta of 1.3. The risk-free rate of return is 2.9% and the market risk premium is 6.0%. What is the expected return from the share according to the CAPM?
A share has a beta of 1.3. The risk-free rate of return is 2.9% and the market risk premium is 6.0%. What is the expected return from the share according to the CAPM?
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To estimate the shares beta we can use the following formula Beta of the stock Excess r...
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Applied Regression Analysis And Other Multivariable Methods
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
5th Edition
1285051084, 978-1285963754, 128596375X, 978-1285051086
