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Mathematics, 05.05.2020 04:57 conyabrew82
Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 5%, and the marketâs average return was 12%. Performance is measured using an index model regression on excess returns.
Stock A Stock B
Index model regression estimates 1% + 1.2(rM â rf) 2% + 0.8(rM â rf)
R-square 0.599 0.448
Residual standard deviation, Ï(e) 10.7% 19.5%
Standard deviation of excess returns 22% 25.7%
Calculate the alpha for each stock:
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Answers: 3
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Consider the two (excess return) index-model regression results for stocks A and B. The risk-free ra...
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