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The index model has been estimated for stocks A and B with the following results: RA = 0.01 + 0.8RM+ eA. Rg = 0.02
The index model has been estimated for stocks A and B with the following results: RA = 0.01 + 0.8RM+ eA. Rg = 0.02 + 1.2RM+ eB- OM = 0.20; 0(ea) = 0.20; 0(eg) = 0.10. The standard deviation for stock A is 0.2561 0.2600 0.0676 0.0656
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Accounting Business Reporting For Decision Making
Authors: Jacqueline Birt, Keryn Chalmers, Albie Brooks, Suzanne Byrne, Judy Oliver
4th Edition
978-0730302414, 0730302415
