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Suppose that index model for Stocks A and B is estimated from excess returns with the following results : Ra 0.04 +0.6Rm+ea , Rb =
Suppose that index model for Stocks A and B is estimated from excess returns with the following results : Ra 0.04 +0.6Rm+ea , Rb = - 0.04 + 1.3Rm + eb Risk on the market is 30% , R-squared of A is 30%R - squared of B is 40% , security A residual variance is
Suppose that index model for Stocks A and B is estimated from excess returns with the following results : Ra 0.04 +0.6Rm+ea , Rb = - 0.04 + 1.3Rm + eb Risk on the market is 30% , R-squared of A is 30%R - squared of B is 40% , security A residual variance is
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Intermediate Financial Management
Authors: Eugene F. Brigham, Phillip R. Daves
13th Edition
1337395080, 9781337395083
