Use the following information for the next questions. The index model for stock A has been...
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Use the following information for the next questions. The index model for stock A has been estimated with the following result: rA - rf = -0.02 +1.2 (RM-rf)+eA, OM= 0.2 and R²A=0.64. a) What is the stock's alpha? (Format of the answer: 0.050 - in decimals, round to 3 digits.) QUESTION 43 b) What is the stock's beta? (Format of the answer: 0.80 -- in decimals, round to 2 digits.) ✓ Question Completion Status: QUESTION 44 c) What is the stock's standard deviation? (Format of the answer: 0.350 -- in decimals, round to 3 digits.) QUESTION 45 d) What is the stock's systematic variance? (Format of the answer: 0.3500 -- in decimals, round to 4 digits.) QUESTION 46 Click Save and Submit to save and submit. Click Save All Answers to save all answers. 1 1 p Use the following information for the next questions. The index model for stock A has been estimated with the following result: rA - rf = -0.02 +1.2 (RM-rf)+eA, OM= 0.2 and R²A=0.64. a) What is the stock's alpha? (Format of the answer: 0.050 - in decimals, round to 3 digits.) QUESTION 43 b) What is the stock's beta? (Format of the answer: 0.80 -- in decimals, round to 2 digits.) ✓ Question Completion Status: QUESTION 44 c) What is the stock's standard deviation? (Format of the answer: 0.350 -- in decimals, round to 3 digits.) QUESTION 45 d) What is the stock's systematic variance? (Format of the answer: 0.3500 -- in decimals, round to 4 digits.) QUESTION 46 Click Save and Submit to save and submit. Click Save All Answers to save all answers. 1 1 p
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In a singleindex model a rA rf 002 12 rm rf eA If oM 02 and R2A 064 alpha 002 b c d ri r... View the full answer
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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