1) You run a regression of a stock return against a market index and find the following:...
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1) You run a regression of a stock return against a market index and find the following:
coefficients | 95% lower | Top 95% | |
To hold | 0,789 | -1.556 | 3.457 |
Slope | 0,890 | 0,6541 | 1.465 |
Please interpret the above results in the context of the CAPM.
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