Question: Using the three-month T-bill returns as a proxy for the risk-free rate, estimate the Capital Asset Pricing Model (CAPM) beta for each stock by running

Using the three-month T-bill returns as a proxy for the risk-free rate, estimate the Capital Asset Pricing Model (CAPM) beta for each stock by running a regression of each stock on the market portfolio return as proxied for by the Russell 2000. According to the beta risk measure, which stock is riskiest? How can one reconcile the standard deviation and beta risk measure results?

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