Business, 25.02.2020 01:37, yah2muchh

True or False? Explain your reasoning (a) APT assumes that investors only care about mean and variance of their end-of-ternm (b) CAPM assumes that returns are generated by a one-factor model, and that factor is the (c) You analyze GM monthly stock returns during the last 20 years. Suppose you do a portfolio wealth. market return regression on the three Fama-French factors, and you find that, whichever 3-year period you choose, the alpha of the regression is negative and significant. This would indicate that APT is not true (d) Suppose you do some APT regressions on a set of given factors, and each time you do a regression, you get an R2 of at least 80%. This indicates that APT is true with those factors.

Answers: 2

Show answers

Other questions on the subject: Business

Business, 21.06.2019 17:30, adenn3693

You want to paint your room yellow, so you get some samples at the paint store. when you hold the sample against your white wall, it looks different from the way it looks against the green curtain. a psychologist would attribute this to perceptual constancy. visual paradoxes. contrast effects. threshold differences.

Answers: 3

continue

Business, 22.06.2019 10:20, rockstargirl9245

Asmartphone manufacturing company uses social media to achieve different business objectives. match each social media activity of the company to the objective it the company achieve.

Answers: 1

continue

Business, 22.06.2019 20:10, janayflowers042

Russell's is considering purchasing $697,400 of equipment for a four-year project. the equipment falls in the five-year macrs class with annual percentages of .2, .32, .192, .1152, .1152, and .0576 for years 1 to 6, respectively. at the end of the project the equipment can be sold for an estimated $135,000. the required return is 13.2 percent and the tax rate is 23 percent. what is the amount of the aftertax salvage value of the equipment assuming no bonus depreciation is taken

Answers: 2

continue

Business, 23.06.2019 00:20, 218219

Firms like papa john’s, domino’s, and pizza hut sell pizza and other products that are differentiated in nature. while numerous pizza chains exist in most locations, the differentiated nature of these firms’ products permits them to charge prices above marginal cost. given these observations, is the pizza industry most likely a monopoly, perfectly competitive, monopolistically competitive, or an oligopoly industry?

Answers: 1

continue

Do you know the correct answer?

True or False? Explain your reasoning (a) APT assumes that investors only care about mean and varian...