(10). The table below presents the price of stock A and the points of a market index over the last four months. + I Month A 1 100 1112 M 2 4 105 103 1150 1190 a. The holding period logarithmic return of stock A equals: A. 12%; B. 8.85%; C. 13,97%; D. b. The beta coefficient of stock A equals: A. 0,64; B. 0,19; C. 1,64; D. c. The estimated alpha coefficient from the market model equals d. The coefficient of determination from the market model equals 3 108 1200 ..... ...... % % 14/000
(10). The table below presents the price of stock A and the points of a market index over the last four months. + I Month A 1 100 1112 M 2 4 105 103 1150 1190 a. The holding period logarithmic return of stock A equals: A. 12%; B. 8.85%; C. 13,97%; D. b. The beta coefficient of stock A equals: A. 0,64; B. 0,19; C. 1,64; D. c. The estimated alpha coefficient from the market model equals d. The coefficient of determination from the market model equals 3 108 1200 ..... ...... % % 14/000
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
Related questions
Question
![(10). The table below presents the price of stock A and the points of a market index over the
last four moths.
Month
1
3
4
A
100
105
108
103
1112
1150
1200
1190
a. The holding period logarithmic return of stock A equals:
A. 12%; B. 8.85%; C. 13,97%; D.
b. The beta coefficient of stock A equals:
A. 0,64; B. 0,19; C. 1,64; D.
......
%
c. The estimated alpha coefficient from the market model equals
d. The coefficient of determination from the market model equals](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fa2c10a7f-ec1b-41be-9ddf-8c8588bc47f6%2F9f4844fa-8752-4d65-ac24-1b32f0a52a2a%2Fd3x7v6_processed.jpeg&w=3840&q=75)
Transcribed Image Text:(10). The table below presents the price of stock A and the points of a market index over the
last four moths.
Month
1
3
4
A
100
105
108
103
1112
1150
1200
1190
a. The holding period logarithmic return of stock A equals:
A. 12%; B. 8.85%; C. 13,97%; D.
b. The beta coefficient of stock A equals:
A. 0,64; B. 0,19; C. 1,64; D.
......
%
c. The estimated alpha coefficient from the market model equals
d. The coefficient of determination from the market model equals
Expert Solution
![](/static/compass_v2/shared-icons/check-mark.png)
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 5 steps with 4 images
![Blurred answer](/static/compass_v2/solution-images/blurred-answer.jpg)
Knowledge Booster
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, finance and related others by exploring similar questions and additional content below.Recommended textbooks for you
![Essentials Of Investments](https://compass-isbn-assets.s3.amazonaws.com/isbn_cover_images/9781260013924/9781260013924_smallCoverImage.jpg)
Essentials Of Investments
Finance
ISBN:
9781260013924
Author:
Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:
Mcgraw-hill Education,
![FUNDAMENTALS OF CORPORATE FINANCE](https://www.bartleby.com/isbn_cover_images/9781260013962/9781260013962_smallCoverImage.gif)
![Financial Management: Theory & Practice](https://www.bartleby.com/isbn_cover_images/9781337909730/9781337909730_smallCoverImage.gif)
![Essentials Of Investments](https://compass-isbn-assets.s3.amazonaws.com/isbn_cover_images/9781260013924/9781260013924_smallCoverImage.jpg)
Essentials Of Investments
Finance
ISBN:
9781260013924
Author:
Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:
Mcgraw-hill Education,
![FUNDAMENTALS OF CORPORATE FINANCE](https://www.bartleby.com/isbn_cover_images/9781260013962/9781260013962_smallCoverImage.gif)
![Financial Management: Theory & Practice](https://www.bartleby.com/isbn_cover_images/9781337909730/9781337909730_smallCoverImage.gif)
![Foundations Of Finance](https://www.bartleby.com/isbn_cover_images/9780134897264/9780134897264_smallCoverImage.gif)
Foundations Of Finance
Finance
ISBN:
9780134897264
Author:
KEOWN, Arthur J., Martin, John D., PETTY, J. William
Publisher:
Pearson,
![Fundamentals of Financial Management (MindTap Cou…](https://www.bartleby.com/isbn_cover_images/9781337395250/9781337395250_smallCoverImage.gif)
Fundamentals of Financial Management (MindTap Cou…
Finance
ISBN:
9781337395250
Author:
Eugene F. Brigham, Joel F. Houston
Publisher:
Cengage Learning
![Corporate Finance (The Mcgraw-hill/Irwin Series i…](https://www.bartleby.com/isbn_cover_images/9780077861759/9780077861759_smallCoverImage.gif)
Corporate Finance (The Mcgraw-hill/Irwin Series i…
Finance
ISBN:
9780077861759
Author:
Stephen A. Ross Franco Modigliani Professor of Financial Economics Professor, Randolph W Westerfield Robert R. Dockson Deans Chair in Bus. Admin., Jeffrey Jaffe, Bradford D Jordan Professor
Publisher:
McGraw-Hill Education