Question: 7 The index model has been estimated from the excess returns for stock A with the following results: RA= 12.00% +1.85RM+ eA OM= 24.00% gleA)

7 The index model has been estimated from the excess returns

7 The index model has been estimated from the excess returns for stock A with the following results: RA= 12.00% +1.85RM+ eA OM= 24.00% gleA) = 21.50% 11.11 points What is the standard deviation of the return for stock A? (Round your answer to 2 decimal places.) Standard deviation % eBook Print References

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Data Table 2: Sodium Hypochlorite SDS information Items Physical State Route of Exposure & Symptoms Protective Equipment First Aid Procedures Fire-fighting Measures Chemical Reactivity Safe Storage...

sample period. 2. The index model has been estimated from the excess returns for stock A with the following results: RA= 12.00% + 1.85RM + es OM= 24.00% (ex) = 21.50% What is the standard deviation...

The index model has been estimated from the excess returns for stock A with the following results: RA = 12.00% + 1.20RM + eA M = 24.00% (eA) = 15.00% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: RA = 12.00% + 1.85RM + eA M = 24.00% (eA) = 21.50% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: RA= 12.00% +1.45RM+ eA OM= 24.00% o(eA) = 17.50% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: RA= 12.00% + 1.10 RM+eA OM= 24.00% gleA) = 14.00% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: RA = 12.00% + 1.50RM + eA M = 24.00% (eA) = 18.00% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: R A = 12.00% + 1.15 R M + e A M = 24.00% ( e A ) = 14.50% What is the standard deviation of the...

The index model has been estimated from the excess returns for stock A with the following results: RA = 12.00% + 1.40RM + eA M = 24.00% (eA) = 17.00% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: R A = 12.00% + 1.60 R M + e A M = 24.00% ( e A ) = 19.00% What is the standard deviation of the...

The index model has been estimated from the excess returns for stock A with the following results: R A = 12.00% + 1.80 R M + e A M = 24.00% ( e A ) = 21.00% What is the standard deviation of the...

What are the limitations, if any, of relying on the results of penetration tests to assess the overall level of security?

Darby Company issues a $100,000 on 12/31/X0, 10%, bond that matures in 3 years. Interest is paid on December 31st of each year. Prepare all journal entries for all years related to this bond issue if...

what are two highest risk and two moderate risk hazards of chemicals?

On 1 March 2007 DB Limited issued R560 000 15% debentures at R98. The debentures were to be redeemed at par in four equal annual payments starting 28 February 2010. Required: Journalise the above...