Table 8.2 shows that the estimate of Boeings index-model (per month) regression was 1.1%. If the

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Table 8.2 shows that the estimate of Boeing’s index-model α (per month) regression was 1.1%. If the monthly T-bill rate during this period was .2%, then what would you predict would be the value of ALPHA reported in a standard industry beta book?

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ISE Investments

ISBN: 9781260571158

12th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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