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The following ANOVA table comes from regressing 60 monthly excess returns for a stock against excess returns for a market proxy. Calculate the standard deviation
The following ANOVA table comes from regressing 60 monthly excess returns for a stock against excess returns for a market proxy. Calculate the standard deviation of excess returns for the stock. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%).
df | SS | |
Regression | 1 | 0.079 |
Residual | 58 | 0.0842 |
Total | 59 | 0.1632 |
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