Calculate an abnormal return
Here are alphas and betas for Intel and Conagra for the 60 months ending October 2001.Alpha is expressed as a percent per month.
Alpha
Beta
Intel
0.77
1.61
Conagra
0.17
0.47
Explain how these estimates would be used to calculate an abnormal return.
Now Priced at $10 (50% Discount)
Recommended (94%)
Rated (4.6/5)
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