Question: market's average return was 14%. Performance is measured using an index model regression on excess returns. 1% + 1.2(r-M-r-f ) with an R2 of 0.576

market's average return was 14%. Performance is measured using an index

market's average return was 14%. Performance is measured using an index model regression on excess returns. 1% + 1.2(r-M-r-f ) with an R2 of 0.576 and residual standard deviations of 10.3%. What is the alpha of Stock A? 0-5% O 196 O 1.2% O 10.3%

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