Business, 01.03.2021 01:00 mikeysoulemison

Assume that security returns are generated by the single-index model, Ri = αi + βiRM + ei

where Ri is the excess return for security i and RM is the market’s excess return. The risk-free rate is 2%. Suppose also that there are three securities A, B, and C, characterized by the following data:

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Assume that security returns are generated by the single-index model, Ri = αi + βiRM + ei