ouiput belowe penarted from regreseing Pund As excees returns on s ecs retums (BAP S00). Tetimate Get Pvelue intercept Market index o.0077 -1.2767 0.2066 1.3258 lo.3830 0.2157 6.1451 0.0000 Adj Req Observations so How wel does CAPM explain the retume on Fund A? O Explains over 30% of the variation in Fund A's excess returns O Explaine over 60% ofr the variation in Fund A's excess returms O Explains below 20% of the variation in Fund A's excess returns O Explains below 30% of the variation in Fund A's excess returns
ouiput belowe penarted from regreseing Pund As excees returns on s ecs retums (BAP S00). Tetimate Get Pvelue intercept Market index o.0077 -1.2767 0.2066 1.3258 lo.3830 0.2157 6.1451 0.0000 Adj Req Observations so How wel does CAPM explain the retume on Fund A? O Explains over 30% of the variation in Fund A's excess returns O Explaine over 60% ofr the variation in Fund A's excess returms O Explains below 20% of the variation in Fund A's excess returns O Explains below 30% of the variation in Fund A's excess returns
Survey of Accounting (Accounting I)
8th Edition
ISBN:9781305961883
Author:Carl Warren
Publisher:Carl Warren
Chapter9: Metric-analysis Of Financial Statements
Section: Chapter Questions
Problem 3SEQ
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