Problem 8-8 Consider the two (excess return) index model regression results for
A
and
B
:
R_(A)=0.6%+1.3R_(M) R-square =0.582
Residual standard deviation
=10.5%

R_(B)=-0.8%+0.9R_(M)

R
-square
=0.426
Residual standard deviation
=8.8%

Question

Problem 8-8 Consider the two (excess return) index model regression results for

A

and

B

:

R_(A)=0.6%+1.3R_(M)
R-square =0.582

Residual standard deviation

=10.5%

R_(B)=-0.8%+0.9R_(M)

R

-square

=0.426

Residual standard deviation

=8.8%

Accepted Answer

Expert Answer to - Problem 8-8 Consider the two (excess return) index model regression results for A and B : R_(A)=0.6%

Answer

Solution for - Problem 8-8 Consider the two (excess return) index model regression results for A and B : R_(A)=0.6%

Answer

This an additional answer to - Problem 8-8 Consider the two (excess return) index model regression results for A and B : R_(A)=0.6%

(Solved): Problem 8-8 Consider the two (excess return) index model regression results for A and B : R_(A)=0.6% ...