With respect to return-generating models, the intercept term of the market model is the assets estimated: A.

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With respect to return-generating models, the intercept term of the market model is the asset’s estimated:

A. Beta.

B. Alpha.

C. Variance.

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Investments Principles Of Portfolio And Equity Analysis

ISBN: 9780470915806

1st Edition

Authors: Michael McMillan, Jerald E. Pinto, Wendy L. Pirie, Gerhard Van De Venter, Lawrence E. Kochard

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Question Posted: Mar 22, 2024 12:01 AM

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With respect to return-generating models, the intercept term of the market model is the assets estimated: A.

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Investments Principles Of Portfolio And Equity Analysis

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