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Assume You Plot the Monthly Returns for a Stock and Also

Question 6

Multiple Choice

Assume you plot the monthly returns for a stock and also for the S&P 500.Using regression analysis,the straight line through these points that is developed by the analysis is referred to as the ________ which has a slope of ________ and an intercept of ________.


A) security market line; alpha; gamma
B) characteristic line; beta; alpha
C) characteristic line; alpha; beta
D) security market line; beta; gamma
E) characteristic line; gamma; alpha

Correct Answer:

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