Stock B Problem 18.2 (d) Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 15%. Performance is measured using an index model regression on excess returns. Stock A Index model regression estimates 18 + 1.211M -rf 28 +0.81M - R-square 0.594 0.445 Residual standard deviation, ole) 10.68 19.48 Standard deviation of excess returns 21.98 25.58 By how much does Treynor Measure of Stock A exceed Treynor Measure of Stock B? (Negative values should be indicated with a minus sign. Enter your answer in percentage points. Round your answers to 4 decimal places.) QUESTION 7 Problem 18.2 (e) Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 15%. Performance is measured using an index model regression on excess returns. Stock B Index model regression estimates R-square Residual standard deviation, ole) Standard deviation of excess returns Stock A 18 + 1.211M - 0.594 10.6% 21.98 28 +0.81M- 0.445 19.48 25.58 Is Stock A the best choice in the following scenario: This is the only risky asset to be held by the investor. O Yes O NO QUESTION 8 Problem 18.2 (f) Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 15%. Performance is measured using an index model regression on excess returns. Stock A Stock B Index model regression estimates 18 + 1.211m -rf 2% + 0.Bilm -rf R-square 0.594 0.445 Residual standard deviation, ole) 10.68 19.40 Standard deviation of excess returns 21.98 25.58 Is Stock A the best choice in the following scenario: This stock will be mixed with the rest of the investor's portfolio, currently composed solely of holdings in the market-index fund. O Yes Stock B Problem 18.2 (d) Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 15%. Performance is measured using an index model regression on excess returns. Stock A Index model regression estimates 18 + 1.211M -rf 28 +0.81M - R-square 0.594 0.445 Residual standard deviation, ole) 10.68 19.48 Standard deviation of excess returns 21.98 25.58 By how much does Treynor Measure of Stock A exceed Treynor Measure of Stock B? (Negative values should be indicated with a minus sign. Enter your answer in percentage points. Round your answers to 4 decimal places.) QUESTION 7 Problem 18.2 (e) Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 15%. Performance is measured using an index model regression on excess returns. Stock B Index model regression estimates R-square Residual standard deviation, ole) Standard deviation of excess returns Stock A 18 + 1.211M - 0.594 10.6% 21.98 28 +0.81M- 0.445 19.48 25.58 Is Stock A the best choice in the following scenario: This is the only risky asset to be held by the investor. O Yes O NO QUESTION 8 Problem 18.2 (f) Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 15%. Performance is measured using an index model regression on excess returns. Stock A Stock B Index model regression estimates 18 + 1.211m -rf 2% + 0.Bilm -rf R-square 0.594 0.445 Residual standard deviation, ole) 10.68 19.40 Standard deviation of excess returns 21.98 25.58 Is Stock A the best choice in the following scenario: This stock will be mixed with the rest of the investor's portfolio, currently composed solely of holdings in the market-index fund. O Yes