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astra-53 [7]
3 years ago
10

Consider the two (excess return) index model regression results for A and B: RA = 1% + 1.2RM R-square = 0.576 Residual standard

deviation = 10.3% RB = −2% + 0.8RM R-square = 0.436 Residual standard deviation = 9.1% a. Which stock has more firm-specific risk? Stock A Stock B b. Which stock has greater market risk? Stock A Stock B c. For which stock does market movement has a greater fraction of return variability? Stock A Stock B d. If rf were constant at 6% and the regression had been run using total rather than excess returns, what would have been the regression intercept for stock A? (Negative value should be indicated by a minus sign. Round your answer to 1 decimal place.)
Business
1 answer:
Rufina [12.5K]3 years ago
6 0

Answer:

hfxhfgej nhgf

Explanation:

jgxy huhhygnygk

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Explanation:

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