Question: Using EViews, select one of the other stock series from the capm.wk1 file and estimate a CAPM beta for that stock. Test the null hypothesis

Using EViews, select one of the other stock series from the ‘capm.wk1’

file and estimate a CAPM beta for that stock. Test the null hypothesis that the true beta is one and also test the null hypothesis that the true alpha (intercept) is zero. What are your conclusions?

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