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Suppose that the index model for stock A is estimated from excess returns with the following results: R A =3%+1.1 R M +e A ,
- Suppose that the index model for stock A is estimated from excess returns with the following results:
RA=3%+1.1 RM+eA , RSQ-A=0.4
M=0.20
- What is the unsystematic component of the variance for stock A? Please round your answer to four decimal places.
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Public Private Partnerships Principles Of Policy And Finance
Authors: E. R. Yescombe
1st Edition
0750680547
