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You have run a regression of monthly stock returns for Gym Place Holdings, a small play-set manufacturing company against the S&P 500 over the last

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You have run a regression of monthly stock returns for Gym Place Holdings, a small play-set manufacturing company against the S&P 500 over the last 5 years. The results are summarized below RetumsGym Place = 0.0003 +2.00 Returns S&P 500 R2 = 0.4, the standard error for the beta estimate is 0.6 If you know that this stock had a monthly Jensen's alpha of 0.005 during the period of the regression. The 10-year U.S. treasury bond rate is 0.019. the German government Euro bond rate is 0.05 and Gym Place can borrow money at 0.06 (in Euros). The risk premium (Equity over risk free rate) over the last 10 years in European markets is only 0.02 but the historical risk premium over the last 75 years in the United States is -0.0453 Using Jensens alpha, What was the monthly risk free rate ?What was the annualized risk free rate during the last 5 years ? What is the upper bound in a 95 confidence interval for beta estimate 3 What is the lower bound in a 95 confidence interval for bela estimate What is the firm specific risk Using Jensens alpha, What was the monthly risk free rate What was the annualized risk free rate during the last 5 years What is the upper bound in a 95 confidence interval for beta estimate What is the lower bound in a 95 confidence interval for beta estimate & What is the firm specific risk ? What is the market risk Estimate a Euro cost of equity for Gym Place Holdings You have run a regression of monthly stock returns for Gym Place Holdings, a small play-set manufacturing company against the S&P 500 over the last 5 years. The results are summarized below RetumsGym Place = 0.0003 +2.00 Returns S&P 500 R2 = 0.4, the standard error for the beta estimate is 0.6 If you know that this stock had a monthly Jensen's alpha of 0.005 during the period of the regression. The 10-year U.S. treasury bond rate is 0.019. the German government Euro bond rate is 0.05 and Gym Place can borrow money at 0.06 (in Euros). The risk premium (Equity over risk free rate) over the last 10 years in European markets is only 0.02 but the historical risk premium over the last 75 years in the United States is -0.0453 Using Jensens alpha, What was the monthly risk free rate ?What was the annualized risk free rate during the last 5 years ? What is the upper bound in a 95 confidence interval for beta estimate 3 What is the lower bound in a 95 confidence interval for bela estimate What is the firm specific risk Using Jensens alpha, What was the monthly risk free rate What was the annualized risk free rate during the last 5 years What is the upper bound in a 95 confidence interval for beta estimate What is the lower bound in a 95 confidence interval for beta estimate & What is the firm specific risk ? What is the market risk Estimate a Euro cost of equity for Gym Place Holdings

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