Question: D Question 5 Atte 3 M 0.5 pts Considering these data where 'P1' estimates are analyst forecasts of future stock prices: Stock PO P1
D Question 5 Atte 3 M 0.5 pts Considering these data where 'P1' estimates are analyst forecasts of future stock prices: Stock PO P1 A 48.5 57 0.18 2.4 B 25 27 0.4 1.1 C 33.95 39 0.2 1.3 D 40 47 0.26 1.6 Market Risk Premium 0.0525 T-bill rate 0.04 Assuming the analyst forecast is correct, what is the abnormal return (alpha) relative to the CAPM E(r) for Stock: A? 0.01015 0.01105 0.01050 0.00930 0.00971
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