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

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You have run a regression of monthly stock returns for Gym Place Holding a small play-set manufacturing company again the S&P 500 over the last 5 years. The results are summarized below: ReturnGym Place = 0.0002 +2.00 Returra 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 0.003 during the period of the regromion. The 10-year US treasury bond rate is 0.019. the German government Euro bond rate is 0.034 and Gym Place can borrow money at 0,06 in Euros). The risk premium (Equity over risk free rate ovat the last 10 years in European markets is only 0.05 but the historical risk premium over the last 75 year in the United States in 0.0453 Using Jersena alpha. What was the monthly risk free rate What was the annualized risk tree rate during the last 5 yeant What the upper bound in a confidence interval for beta estimate What is the lower bound in a confidence interval for betaatimatet What is the timestierick What is the market Estimate Eu cost of our Gym oceans You have run a regression of monthly stock returns for Gym Place Holding a small play-set manufacturing company again the S&P 500 over the last 5 years. The results are summarized below: ReturnGym Place = 0.0002 +2.00 Returra 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 0.003 during the period of the regromion. The 10-year US treasury bond rate is 0.019. the German government Euro bond rate is 0.034 and Gym Place can borrow money at 0,06 in Euros). The risk premium (Equity over risk free rate ovat the last 10 years in European markets is only 0.05 but the historical risk premium over the last 75 year in the United States in 0.0453 Using Jersena alpha. What was the monthly risk free rate What was the annualized risk tree rate during the last 5 yeant What the upper bound in a confidence interval for beta estimate What is the lower bound in a confidence interval for betaatimatet What is the timestierick What is the market Estimate Eu cost of our Gym oceans

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