Consider the two (excess return) index-model regression results for stocks a and b. the risk-free rate over the period was 6%, and the market’s average return was 14%. performance is measured using an index model regression on excess returns. stock a stock b index model regression estimates 1% + 1.2(rm − rf) 2% + 0.8(rm − rf) r-square 0.576 0.436 residual standard deviation, σ(e) 10.3% 19.1% standard deviation of excess returns 21.6% 24.9% a. calculate the following statistics for each stock: (round your answers to 4 decimal places.)

if you explain the the question more correctly i might be able to answer this better

step-by-step explanation:

12.5 feet

step-by-step explanation:

42%

step-by-step explanation:

we know,

total people = 60

total males = 25

percentage of males

= 25/60 × 100

= 25/6 × 10

= 25/3 × 5

= 125 / 3

= 41.

rounding of = 42%

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0.02

step-by-step explanation:

time of 9 192 631 770 periods of the radiation corresponding to the transition between the 2 hyperfine levels of the ground state of the caesium 133 atom at 0 k (but other seconds are sometimes used in astronomy)