Question
The index model has been estimated for stock A with the following results: R A = 0.01 + 0.8 R M + e A .
The index model has been estimated for stock A with the following results:
RA = 0.01 + 0.8RM + eA.
M = 0.20; (eA) = 0.10.
The standard deviation of the return for stock A is
Group of answer choices
0.6400
0.0356
0.1887
0.1600
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Active Value Investing Making Money In Range Bound Markets
Authors: Vitaliy N. Katsenelson
1st Edition
0470053151, 978-0470053157
