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You Obtain Beta Estimates of General Electric from Two Different

Question 110

Multiple Choice

You obtain beta estimates of General Electric from two different online sources and you are surprised to find that they are so different. Which of the following would NOT be a correct explanation for the difference?


A) One source used weekly data and another used monthly data.
B) One source used the S&P 500 for a market proxy and the other used the Dow Jones Industrial Average.
C) One used regression analysis and the other used geometric analysis.
D) All of these choices are correct.

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