You have run a regression of stock returns against market returns, using monthly data over the last three years for Golden Books. The regression equation is reproduced below: Returns Golden Books = -1.31% +0.85 (Returns S&P 500) Assuming that the average risk free rate during the period was 5.4%, estimate the Jensen's alpha for this stock, in annualized terms. 7 A B I Maximum file size: 20MB, maximum number of files: 3 itc.birzeit.edu/mod/quiz/attempt.php?attempt=311130&cmid=167518 = : +97(0/2)-2-2982000 E-mail : help@ritaj.ps You have run a regression of stock returns against market returns, using monthly data over the last three years for Golden Books. The regression equation is reproduced below: Returns Golden Books = . 1.31% +0.85 (Returns S&P 500) Assuming that the average risk free rate during the period was 5.4%, estimate the Jensen's alpha for this stock, in annualized terms. 1 A B I !!! III 22 You have run a regression of stock returns against market returns, using monthly data over the last three years for Golden Books. The regression equation is reproduced below: Returns Golden Books = -1.31% +0.85 (Returns S&P 500) Assuming that the average risk free rate during the period was 5.4%, estimate the Jensen's alpha for this stock, in annualized terms. 7 A B I Maximum file size: 20MB, maximum number of files: 3 itc.birzeit.edu/mod/quiz/attempt.php?attempt=311130&cmid=167518 = : +97(0/2)-2-2982000 E-mail : help@ritaj.ps You have run a regression of stock returns against market returns, using monthly data over the last three years for Golden Books. The regression equation is reproduced below: Returns Golden Books = . 1.31% +0.85 (Returns S&P 500) Assuming that the average risk free rate during the period was 5.4%, estimate the Jensen's alpha for this stock, in annualized terms. 1 A B I !!! III 22