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Suppose a regression produces an alpha of 3% and a beta of 1.1. The market risk premium is 4% and the risk free rate is

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Suppose a regression produces an alpha of 3% and a beta of 1.1. The market risk premium is 4% and the risk free rate is 2%. The stock's actual (observed) return is 5%. What is the regression's prediction error? 0 4.4% O 1.59 O 0% O 3.8%

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