Question
The index model for stock XYZ has been estimated with the following result: RXYZ= 0.01+0.94(Rm)+eXyz If M =0.30 and the R 2 =0.28, what is
The index model for stock XYZ has been estimated with the following result:
RXYZ= 0.01+0.94(Rm)+eXyz
If M=0.30 and the R2=0.28, what is the standard deviation of return of stock XYZ?
a.
0.4500
b.
0.5049
c.
0.5329
d.
0.2025
e.
0.2500
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The Art Of Tehnical Analysis
Authors: Strahinja Osmokrovic
1st Edition
979-8852314680
