Question: Consider the two (excess return) index model regression results for A and B: RA = -1.9% + 1.9RM R-square = 0.634 Residual standard deviation =

Consider the two (excess return) index model regression results for A and B: RA = -1.9% + 1.9RM R-square = 0.634 Residual standard

Consider the two (excess return) index model regression results for A and B: RA = -1.9% + 1.9RM R-square = 0.634 Residual standard deviation = 12.4% = RB = 1.3% + 1.1RM R-square = 0.588 Residual standard deviation = 11.2% = d. If re were constant at 5.8% 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.) Intercept %

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