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Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): Rit Bi 12.7% 0.90 1.20 1.35 0.70 -0.35 ARBt: Rit= return for stock / during period t Rmt return for the aggregate market during period t Bi beta for stock / Use a minus sign to enter negative values, if any. Round your answers to one decimal place. % ARF: ART: ARct: ARET: % £ £ £ % % Stock B F 10.1 T 14.4. с 10.1 E 16.1 % Rmt 4.9% 8.3 5.3 15.0 11.4

Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): Rit Bi 12.7% 0.90 1.20 1.35 0.70 -0.35 ARBt: Rit= return for stock / during period t Rmt return for the aggregate market during period t Bi beta for stock / Use a minus sign to enter negative values, if any. Round your answers to one decimal place. % ARF: ART: ARct: ARET: % £ £ £ % % Stock B F 10.1 T 14.4. с 10.1 E 16.1 % Rmt 4.9% 8.3 5.3 15.0 11.4

Essentials Of Investments
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
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Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): Rit Bi 12.7% 0.90 10.1 1.20 14.4. 1.35 10.1 0.70 16.1 -0.35 ARBt: ARF: ARTE: ARct: ARET: % Le Le Le ge % % Rit = return for stock i during period t Rmt = return for the aggregate market during period t B₁ beta for stock/ Use a minus sign to enter negative values, if any. Round your answers to one decimal place. % Stock B F T % UE с E Rmt 4.9% 8.3 5.3 15.0 11.4
Transcribed Image Text:Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): Rit Bi 12.7% 0.90 10.1 1.20 14.4. 1.35 10.1 0.70 16.1 -0.35 ARBt: ARF: ARTE: ARct: ARET: % Le Le Le ge % % Rit = return for stock i during period t Rmt = return for the aggregate market during period t B₁ beta for stock/ Use a minus sign to enter negative values, if any. Round your answers to one decimal place. % Stock B F T % UE с E Rmt 4.9% 8.3 5.3 15.0 11.4
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