Consider the two ( excess return ) index - model regression results for stocks A and B
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Question:
Consider the two excess return indexmodel regression results for stocks A and B The riskfree rate over the period was and the markets average return was Performance is measured using an index model regression on excess returns.
Stock A Stock B
Index model regression estimates rM rfrM rf
Rsquare
Residual standard deviation, sigma e
Standard deviation of excess returns
a Calculate the following statistics for each stock: Round your answers to decimal places.
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