Question: 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
The index model has been estimated from the excess returns for stock A with the following results:
RA = 12.00% + 1.15RM + eA
M = 24.00%
(eA) = 14.50%
What is the standard deviation of the return for stock A? (Round your answer to 2 decimal places.)
________%
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
