Question: The index model has been estimated from the excess returns for stock A with the following results: RA= 12.00% + 1.10 RM+eA OM= 24.00% gleA)

The index model has been estimated from the excess returns for

The index model has been estimated from the excess returns for stock A with the following results: RA= 12.00% + 1.10 RM+eA OM= 24.00% gleA) = 14.00% What is the standard deviation of the return for stock A? (Round your answer to 2 decimal places.) Standard deviation %

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

7 The index model has been estimated from the excess returns for stock A with the following results: RA= 12.00% +1.85RM+ eA OM= 24.00% gleA) = 21.50% 11.11 points What is the standard deviation of...

The index model has been estimated from the excess returns for stock A with the following results: RA = 12.00% + 1.20RM + eA M = 24.00% (eA) = 15.00% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: RA= 12.00% +1.45RM+ eA OM= 24.00% o(eA) = 17.50% What is the standard deviation of the return for...

sample period. 2. The index model has been estimated from the excess returns for stock A with the following results: RA= 12.00% + 1.85RM + es OM= 24.00% (ex) = 21.50% What is the standard deviation...

The index model has been estimated from the excess returns for stock A with the following results: RA = 12.00% + 1.50RM + eA M = 24.00% (eA) = 18.00% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: RA = 12.00% + 1.40RM + eA M = 24.00% (eA) = 17.00% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: R A = 12.00% + 1.15 R M + e A M = 24.00% ( e A ) = 14.50% What is the standard deviation of the...

The index model has been estimated from the excess returns for stock A with the following results: RA = 12.00% + 1.85RM + eA M = 24.00% (eA) = 21.50% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: = RA 12.00% +1.55RM+ eA M = 24.00% (e) = 18.50% What is the standard deviation of the return for...

The index model has been estimated from the excess returns for stock A with the following results: R A = 12.00% + 1.80 R M + e A M = 24.00% ( e A ) = 21.00% What is the standard deviation of the...

Name a good you consume for which your income elasticity of demand is negative. What happens when your income increases?

Write strategies to solve these problems relating the weakness and the threats. Weakness Limited Reputation and Recognition: Being a new university, it may lack the established reputation and...

A revenue center is a responsibility center in which a manager is held accountable only for costs.Group of answer choicesTrueFalse

8:37 * N. 80% i ... OBJECTIVES: Create relationships Create a Pivot Table from Related Tables Create a PivotChart Modify the PivotChart The major section in this chapter :ontinuation is: Data...

You have to tell a local restaurant owner that your plans have changed and you are canceling the 90-person banquet scheduled for next month. Do you need to use a buffer? Why or why not?

Can you express sympathy with someones negative situation without apologizing for the circumstances? Explain your answer. [LO-2]

What is a buffer, and what is the advantage of using a respectful, ethical buffer? [LO-3]