AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |
Back to Blog
Regression analysis minitab8/22/2023 The returns from an electronic firms stock and the corresponding returns for the market portfolio for the past 15 years are given below.ġ.Ĝarry out the regression and find the ß for the stock. It is a weighted average of the returns from all of the assets in the market.) The larger the slope ß of an asset, the larger is the risk associated with that asset. ![]() (The return of the market portfolio represents the return earned by the average investor. ![]() This content was COPIED from - View the original, and get the already-completed solution here!Īccording to the Capital Asset Pricing Model (CAPM), the risk associated with a capital asset is proportional to the slope ß obtained by regressing the asset's past returns with the corresponding returns of the average portfolio called the market portfolio. ![]() Not what you're looking for? Search our solutions OR ask your own Custom question.
0 Comments
Read More
Leave a Reply. |