Suppose that the index model for stocks A and B is estimated from excess returns with...

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA - 1.6% + 0.70

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? v L 1 ENG 07:50 28-02-2020 22 1P152 IK IL IM IN 10 IP IQ IR is IT u o 133 134 136 r square for stock B = standard deviation

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