Question
Use the regression output for IBM's stock returns against the market returns to answer the following question: Which of the following statements is correct? the
Use the regression output for IBM's stock returns against the market returns to answer the following question: Which of the following statements is correct?
the null hypothesis for alpha could not be rejected
*IBM's daily returns tended to underperform over the full 5-year period*
the null hypothesis for beta could not be rejected
market returns explain about 59.98% of IBM's returns
IBM's market risk is higher than the average company
*why is the second option correct?*
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Fiduciary Finance Investment Funds And The Crisis In Financial Markets
Authors: Martin Gold
1st Edition
1848448953, 9781848448957
