Question: The following are estimates for stock A. Expected Return Beta Firm-Specific Standard Deviation 17% 1.3 19% The market index M has an expected return of

The following are estimates for stock A. Expected Return Beta Firm-Specific

The following are estimates for stock A. Expected Return Beta Firm-Specific Standard Deviation 17% 1.3 19% The market index M has an expected return of 20% and a standard deviation of 28%. The risk-free rate is 5%. Compute the alpha of the regression for stock A. Express your answer as a percent with 2 decimal places

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