Beta Estimation for Risk Premium on the Market Portfolio
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Added on 2021-05-27
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Regression model using Microsoft data rp_ms = 0.006 + 1.319rp_mkt Standard Error 0.008 0.161 R2 = 0.34 2. To test the null hypothesis that j = 0 for the Microsoft stock, the following hypothesis was developed: Ho: j = 0 H1: j 0 The hypothesis was tested using Wald test. On the other hand, to test the null hypothesis that j = 0 for the Microsoft stock
Beta Estimation for Risk Premium on the Market Portfolio
Added on 2021-05-27
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