You performed a regression analysis using 60 months of data comparing return for your subject company to that of the S&P 500. The slope of the regression line is 0.9118 0.1234) Use the Blume method to calculate an adjusted beta. (Enter your answer as a number with four decimal places, like this Type your answer....
You performed a regression analysis using 60 months of data comparing return for your subject company to that of the S&P 500. The slope of the regression line is 0.9118 0.1234) Use the Blume method to calculate an adjusted beta. (Enter your answer as a number with four decimal places, like this Type your answer....
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
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Ee 184.
Transcribed Image Text:You performed a regression analysis using 60 months of data comparing return for your subject company to that of the S&P 500. The slope of the regression line is 0.9118.
Use the Blume method to calculate an adjusted beta. (Enter your answer as a number with four decimal places, like this: 0.1234)
Type your answer...
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