Question: [4.] Consider the two (excess return) index-model regression results for stocks A and B . The risk-free rate over the period was 5%, and the

 [4.]Consider the two (excess return) index-model regression results for stocksAandB. The

[4.]

Consider the two (excess return) index-model regression results for stocksAandB. The risk-free rate over the period was 5%, and the market's average return was 13%. Performance is measured using an index model regression on excess returns.

risk-free rate over the period was 5%, and the market's average returnwas 13%. Performance is measured using an index model regression on excessreturns.

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