The intercept calculated by BMO Nesbitt Burns in the regression equations is equal to A) α in the CAPM B) α + r_f(1 + β) C) α + r_f(1 - β) D) 1 - α E) none of these

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In the context of the Capital Asset Pricing Model (CAPM), the intercept of the regression equation is typically α + r_f(1 - β), where α is the asset's alpha, r_f is the risk-free rate, and β is the asset's beta.

The Intercept Calculated by BMO Nesbitt Burns in the Regression