Describe how you would compute the abnormal rate of return for a stock for a period surrounding

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Describe how you would compute the abnormal rate of return for a stock for a period surrounding an economic event. Give a brief example for a stock with a beta of 1.40.

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Investment Analysis and Portfolio Management

ISBN: 978-0538482387

10th Edition

Authors: Frank K. Reilly, Keith C. Brown

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Question Posted: Dec 17, 2014 10:35 AM

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Describe how you would compute the abnormal rate of return for a stock for a period surrounding

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The CAPM is grounded in the theory that investors demand higher returns for higher risks As a result ...View the full answer

Investment Analysis and Portfolio Management

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