Question: The slope coefficient computed by regressing a particular stock's historical excess returns above the risk-free rate on the excess returns above the risk-free rate of

The slope coefficient computed by regressing a particular stock's historical excess

The slope coefficient computed by regressing a particular stock's historical excess returns above the risk-free rate on the excess returns above the risk-free rate of the S&P 500 index is called B, the stock's beta with respect to the S&P 500 index; beta is important in finding variance-minimizing hedged stock portfolios. True O False

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