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You have conducted a multivariate regression estimation of a companys stock return and determined that B 1 = 2 and B 2 = 4. Your
- You have conducted a multivariate regression estimation of a companys stock return and determined that B1 = 2 and B2 = 4. Your best estimates for X1, X2 and the intercept term for the following period are 2%, 3% and 1% respectively. What is your estimate for the stock return and what would you expect of the error term assuming the future period is consistent with historical observations?
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Fundamentals of Investing
Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk
12th edition
978-0133075403, 133075354, 9780133423938, 133075400, 013342393X, 978-0133075359
