Question
You run a regression of weekly SAIL returns over weekly market returns and get the following regression equation as output: SAIL returns = 0.2% +
You run a regression of weekly SAIL returns over weekly market returns and get the following regression equation as output: SAIL returns = 0.2% + 1.2 * Market returns. If the historical risk-free rate for the period of regression was 6% per annum and current risk-free rate is 7% per annum, estimate the Jensen's Alpha (annualized) for SAIL over the regression period.
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Financial Stability Website Fraud Confidence And The Wealth Of Nations
Authors: Frederick L. Feldkamp, R. Christopher Whalen
2nd Edition
1118935799, 978-1118935798
