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Question
The index model has been estimated for stock A with the following results:
RA = 0.01 + 0.8RM + eA.
σM = 0.20; σ(eA) = 0.10.
The standard deviation of the return for stock A is
A. 0.0356.
B. 0.1887.
C. 0.1600.
D. 0.6400.
Answer
This answer is hidden. It contains 37 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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