Question: The output below is generated from regressing FORD's excess returns on market's excess returns (5&P 500). Estimate SE t Stat P-value Intercept -0.0098 0.0077 -1.2767
The output below is generated from regressing FORD's excess returns on market's excess returns (5&P 500). Estimate SE t Stat P-value Intercept -0.0098 0.0077 -1.2767 0.2068 Market index 1.3258 0.2157 6.1451 0.0000 Adj R-sa 0.3839 Observations 60 How did FORD perform relative to the market on a risk-adjusted basis? (assuming CAPM is true) Outperform Underperform As expected by CAPM Click Save and submit to save and submi. Click Save Aers to squeall ansters
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