True or False? Explain your reasoning (a) APT assumes that investors only care about mean and variance of their end-of-ternm (b) CAPM assumes that returns are generated by a one-factor model, and that factor is the (c) You analyze GM monthly stock returns during the last 20 years. Suppose you do a portfolio wealth. market return regression on the three Fama-French factors, and you find that, whichever 3-year period you choose, the alpha of the regression is negative and significant. This would indicate that APT is not true (d) Suppose you do some APT regressions on a set of given factors, and each time you do a regression, you get an R2 of at least 80%. This indicates that APT is true with those factors.
Answers: 2
Business, 21.06.2019 20:30
The link between volume of production and the cost of building manufacturing operations is particularly important in industries characterized byanswers: process innovations.product manufacturing.product innovation.process manufacturing.
Answers: 1
Business, 22.06.2019 07:00
For the past six years, the price of slippery rock stock has been increasing at a rate of 8.21 percent a year. currently, the stock is priced at $43.40 a share and has a required return of 11.65 percent. what is the dividend yield? 3.20 percent 2.75 percent 3.69 percent
Answers: 3
Business, 22.06.2019 08:00
Interest is credited to a fixed annuity no lower than the variable contract rate contract guaranteed rate current rate of inflation prime rate
Answers: 2
Business, 22.06.2019 13:40
Determine if the following statements are true or false. an increase in government spending can crowd out private investment. an improvement in the budget balance increases the demand for financial capital. an increase in private consumption may crowd out private investment. lower interest rates can lead to private investment being crowded out. a trade balance in sur+ increases the supply of financial capital. if private savings is equal to private investment, then there is neither a budget sur+ nor a budget deficit.
Answers: 1
True or False? Explain your reasoning (a) APT assumes that investors only care about mean and varian...
Biology, 05.05.2021 01:00
Mathematics, 05.05.2021 01:00
Mathematics, 05.05.2021 01:00
Mathematics, 05.05.2021 01:00
Mathematics, 05.05.2021 01:00