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You Run a Regression of a Stock's Returns Versus a Market

question 24

Multiple Choice

You run a regression of a stock's returns versus a market index and find the following: You run a regression of a stock's returns versus a market index and find the following: Based on the data you know that the stock A) earned a positive alpha that is statistically significantly different from zero B) has a beta precisely equal to 0.890 C) has a beta that could be anything between 0.6541 and 1.465 inclusive D) has no systematic risk Based on the data you know that the stock

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