(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
Chapter8: Risk And Rates Of Return
Section: Chapter Questions
Problem 10PROB
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