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Question
The index model for stock A has been estimated with the following result:
RA = 0.01 + 0.9RM + eA.
If σM = 0.25 and R2A = 0.25, the standard deviation of return of stock A is
A. 0.2025.
B. 0.2500.
C. 0.4500.
D. 0.8100.
Answer
This answer is hidden. It contains 46 characters.
Related questions
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C. option arbitrage.
D. equilibrium arbitrage.
Q:
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Q:
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Q:
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Q:
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Q:
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Q:
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