Question
Using monthly returns on Boeing against returns on the SP500 index from Jan. 1996 to Dec. 2000, the estimated slope of the regression is 0.77
Using monthly returns on Boeing against returns on the SP500 index from Jan. 1996 to Dec. 2000, the estimated slope of the regression is 0.77 and the intercept is 0.53%. The averaged risk free rate is 0.72%. Note that all the values need to round to the nearest hundredt
| 0.70% | ||
| 0.59% | ||
| 0.36% | ||
| 1.10% |
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Finance For Non Financial Managers
Authors: Pierre G. Bergeron
5th Edition
0176104070, 9780176104078
