Lyndon Station stock has a beta of 1.20. Over five years, the following returns were produced by

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Lyndon Station stock has a beta of 1.20. Over five years, the following returns were produced by Lyndon stock and a market index. Assuming a market model intercept term of 0%, calculate the standard deviation of the market model random error term over this period.
Lyndon Station stock has a beta of 1.20. Over five
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Fundamentals of Investments

ISBN: 978-0132926171

3rd edition

Authors: Gordon J. Alexander, William F. Sharpe, Jeffery V. Bailey

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