Question: Consider the two (excess return) index model regression results for A and B : RA=0.7%+1.1RMR-square=0.584Residualstandarddeviation=10.6% RB=18+1RMR-square=0.444 Residual standard deviation =8.9% d. If rf were constant

and B : RA=0.7%+1.1RMR-square=0.584Residualstandarddeviation=10.6% RB=18+1RMR-square=0.444 Residual standard deviation =8.9% d. If rf

Consider the two (excess return) index model regression results for A and B : RA=0.7%+1.1RMR-square=0.584Residualstandarddeviation=10.6% RB=18+1RMR-square=0.444 Residual standard deviation =8.9% d. If rf were constant at 4.2% and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A ? (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.)

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