Question
RA 5.031.70RM 1eA RB 5 2.02 1 1.20RM 1 eB M 5 .20; RA-squared 5 .20; RB-squared 5 .12 1. Are the intercepts of the
RA 5.031.70RM 1eA RB 5 2.02 1 1.20RM 1 eB
M 5 .20; RA-squared 5 .20; RB-squared 5 .12
1. Are the intercepts of the two regressions consistent with the CAPM? Interpret their values.
2. For portfolio P with investment proportions of .60 in A and .40 in B, rework problems 5, 6, and 8.
3. Rework problem 10 for portfolio Q with investment proportions of .50 in P, .30 in the market
index, and .20 in T-bills.
SDa = .3130
SDb = .6928
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The Theories Of Audit Expectations And The Expectations Gap
Authors: Ecaterina Volosin
1st Edition
3640192311, 978-3640192311
