Question
Using monthly returns from 1990-2001, you estimate that WalMart's beta is 1.89 (std err = 0.28) and Tiffany's beta is 0.61 (std err = 0.12).
Using monthly returns from 1990-2001, you estimate that WalMart's beta is 1.89 (std err = 0.28) and Tiffany's beta is 0.61 (std err = 0.12). If these estimates are a reliable guide going forward, what expected rate of return should you require for holding each stock?
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Options On Futures Workbook Step By Step Exercises And Tests To Help You Master Options On Futures New Trading Strategies
Authors: John F. Summa ,Jonathan W. Lubow
1st Edition
0471436437, 978-0471436430
