Question
The beta of a firm used in the CAPM is obtained by regressing _______ returns on ________ returns. A. market's; firm's B. firm's; market's C.
The beta of a firm used in the CAPM is obtained by regressing _______ returns on ________ returns.
- A. market's; firm's
- B. firm's; market's
- C. market's excess; firm's excess
- D. firm's excess; market's excess
When the appropriate regression was conducted (as in Question 3 above), the Jensen's alpha is the ________ of the regression.
- A. horizontal intercept
- B. vertical intercept
- C. 1/(horizontal intercept)
- D. 1/(vertical intercept)
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Private Equity Value Creation Analysis Volume I
Authors: Michael David Reinard
1st Edition
1736077821, 978-1736077825
