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The index model has been estimated for stocks A and B with thefollowing results: RA = 0.03 + 0.7RM + eA. RB = 0.01 +
The index model has been estimated for stocks A and B with thefollowing results: RA = 0.03 + 0.7RM + eA. RB = 0.01 + 0.9RM + eB.?M = 0.35; ?(eA) = 0.20; ?(eB) = 0.10. The variance of stock B is: 2 answers
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Intermediate Financial Management
Authors: Eugene F. Brigham, Phillip R. Daves
12th edition
1285850033, 978-1305480698, 1305480694, 978-0357688236, 978-1285850030
