Question
the return of stock A, r(A), is regressed on the stock index return r(M), the regression results are alpha=0.01, beta=0.9, r-squared=0.25 if standard deviation of
the return of stock A, r(A), is regressed on the stock index return r(M), the regression results are alpha=0.01, beta=0.9, r-squared=0.25 if standard deviation of r(M)=0.25, then how much is standard deviation of r(A)?
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Data Analysis And Decision Making
Authors: Christian Albright, Wayne Winston, Christopher Zappe
4th Edition
538476125, 978-0538476126
