Question
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
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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Finance And Economics Readings Selected Papers From Asia Pacific Conference On Economics And Finance 2017
Authors: Lee-Ming Tan , Evan Lau Poh Hock, Chor Foon Tang
1st Edition
9811081468,9811081476
