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 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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