MC Qu. 44 The index model for stock B has been... The Index model for stock...

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Question

MC Qu. 44 The index model for stock B has been... The Index model for stock B has been estimated with the following result: R

Answer 1

Answer #1

Standard deviation in single index model = ( Explained variance/Total variance)^(1/2) Standard deviation (Stock B) = ((Beta ^

Answer 2

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