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. Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.6% + 0.70RM+
. Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.6% + 0.70RM+ (2;; RB = รข??1.8% + 0.90RM + e5 0M = 22%; R-squareA = 0.20; R-sq...
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
