Consider the two (excess return) index model regression results for A and B:
RA = β1.2%...
Business, 07.03.2020 05:41 CaleWort92
Consider the two (excess return) index model regression results for A and B:
RA = β1.2% + 1.6RM
R-square = 0.676
Residual standard deviation = 13.8%
RB = 0.5% + 1.3RM
R-square = 0.574
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Answers: 2
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