Question: Consider the two (excess return) index model regression results for A and B RA = 1.2% + 1.5RM R-square 0.612 Residual standard deviation = 11.5%

 Consider the two (excess return) index model regression results for Aand B RA = 1.2% + 1.5RM R-square 0.612 Residual standard deviation

Consider the two (excess return) index model regression results for A and B RA = 1.2% + 1.5RM R-square 0.612 Residual standard deviation = 11.5% R-Square = 0.476 Residual standard deviation = 9.5%

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