What is R-squared of your second regression? What are the values of intercept and the slope of

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What is R-squared of your second regression?

What are the values of intercept and the slope of your second regression?

How they compare to the risk-free rate and the historical mean of the market risk premium?

What do you conclude about the validity of CAPM for the chosen stocks?

Given data:

Rsquared of second regression = 0.00522789972544279

Intercept of second regression= 0.336921437573848

Slope of second regression = 3.79910698706242

Risk free rate = 0.0025/52 = 0.00004808

historical mean of the market risk premium = 0.000943478881848244

Related Book For answer-question

Statistics For Business Decision Making And Analysis

ISBN: 9780321890269

2nd Edition

Authors: Robert Stine, Dean Foster

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Posted Date: Mar 20, 2023 12:55 AM

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What is R-squared of your second regression? What are the values of intercept and the slope of

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Statistics For Business Decision Making And Analysis

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