Question: The index model has been estimated from the excess returns for stock A with the following results: RA = 12.00% + 1.15RM + eA 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
Get step-by-step solutions from verified subject matter experts
