Consider the single-index model the alpha of a stock is 0, Risk Management

+44 141 628 6080
[email protected]

Consider the single-index model the alpha of a stock is 0

Consider the single-index model. The alpha of a stock is 0%. The return on the market index is 24%. The risk-free rate of return is 3%. The stock earns a return that exceeds the risk-free rate by 21% and there are no firm-specific events affecting the stock performance. The b of the stock is _______.

Request for Solution File

Ask an Expert for Answer!!

Risk Management: Consider the single-index model the alpha of a stock is 0

Reference No:- TGS02741826

Expected delivery within 24 Hours

Have a Question? (oR Write a Review)

Write atleast 100 words!!

Asked Questions

Is lifespan psychologists are unlikely to investigate

Lifespan psychologists are unlikely to investigate both changes as well as consistencies that exist in different individuals'

Discussion about the nature versus nurture

In our readings, we learn more about the nature versus nurture argument. For this discussion, I want you to go in depth a bit more and debate the importance

Discuss social worker working with foster children

You are a social worker working with foster children. You are making a home visit to Katie, age nine, and her foster family.

Why you feel unpleasantly hot and sweaty

Working in the yard, you feel unpleasantly hot and sweaty when you come in the house, so you take a shower and begin to feel better.

Problem concerning consensual sexual relationship

Question: Jena and Ben are employees of Big City Electronics. They began to have a consensual sexual relationship.

Discussion about gender stereotyping

Prior to your taking this graduate HR law class you had heard of the term "gender stereotyping," but didn't know much about it.

Discuss children diagnosed with developmental disabilities

When Min decided to begin his supervised field experience, he applied at a company in his hometown that provided applied behavior analysis

Request for Solution File

Ask an Expert for Answer!!

Risk Management: Consider the single-index model the alpha of a stock is 0

Reference No:- TGS02741826

Have a Question? (oR Write a Review)

Recent Questions Asked Risk Management

Q : A bond has a face value of 1000 and a coupon rate of 3

Q : Write an email or memo report to your instructor critiquing

Q : Research and provide a brief summary of two or three of the

Q : You have been given the opportunity to purchase a bond

Q : Consider the single-index model the alpha of a stock is 0

Q : If they only will be able sell 1000 units what will be the

Q : Bond j is a 3 percent coupon bond bond k is an 11 percent

Q : The two-hour program involved distance learning and was

Q : Discuss different ways to respond to errors such as