Question
The index model has been estimated for stocks A and B with the following results: RA = 0.01 + 0.8RM + eA. RB = 0.02
The index model has been estimated for stocks A and B with the following results: RA = 0.01 + 0.8RM + eA. RB = 0.02 + 1.2RM + eB. M = 0.20; (eA) = 0.20; (eB) = 0.10. The standard deviation for stock A is Group of answer choices 0.3243 0.2561 0.0676 0.0656
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Venture Capital And The Finance Of Innovation
Authors: Andrew Metrick, Ayako Yasuda
3rd Edition
1119490111, 978-1119490111
