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Category > Business & Finance Posted 21 May 2017 My Price 9.00

1. You have run a regression of returns o

1. You have run a regression of returns of Devonex, a machine tool manufacturer, against

the S&P 500 Index using monthly returns over the last 5 years and arrived at the following

regression:

ReturnDevonex= - 0.20% + 1.50 ReturnS&P 500

If the stock had a Jensen’s alpha of +0.10% (on a monthly basis) over this period, estimate

the monthly riskfree rate during the last 5 years.

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Status NEW Posted 21 May 2017 08:05 AM My Price 9.00

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