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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 + eA RB = 1.8% + 0.9RM + eB M = 22%; R-squareA = 0.20; R-squareB = 0.15
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Investing In Real Estate Private Equity
Authors: Sean Cook
1st Edition
1980587027, 978-1980587026
