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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=4.0%+0.50RM+eARB=1.2%+0.7RM+eBM=17%;R-squareA=0.26;R-squareB=0.18 What is the standard deviation
Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=4.0%+0.50RM+eARB=1.2%+0.7RM+eBM=17%;R-squareA=0.26;R-squareB=0.18 What is the standard deviation of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Step by Step Solution
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Financial Trading And Investing
Authors: John Teall
1st Edition
0123918804, 978-0123918802
