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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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