Question: Would you be able to explain how you get the answers as well, I have tried for hours. Read the following Excel regression output and
Would you be able to explain how you get the answers as well, I have tried for hours.
Read the following Excel regression output and answer the questions. Multiple R R-Square djusted R-Square Standard Error Observations 0.12 0.02 38.45 12 Coefficients Standard Errort-Stat Value 4.05 1.32 15.44 0.97 0.26 1.36 0.80 0.10 Intercent Market (a) The beta of this stock is (b) The characteristic line for this stock is E(Rstock) E(Rmarket) % of the variance is explained by this regression. (d) The stock is % riskier than the typical stock. (Hint: think the "typical stock" as the overall market portfolio with beta of 1.) (e) The firm specific risk is (f) Is the stock mispriced by CAPM
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