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Stock A Index Model regression Model 2% + 1.2 (Rm-Rf) R-Square 0.576 Residual Standard Deviation 11.00% Standard Deviation of excess returns 22.00% Rf 3% Rm

	Stock A
Index Model regression Model	2%	+	1.2	(Rm-Rf)
R-Square			0.576
Residual Standard Deviation			11.00%
Standard Deviation of excess returns			22.00%

Rf	3%
Rm	8%

Calculate Trenor Measure for A:

Answers:	4.36%
	5.22%
	5.94%
	6.67%

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