Multiple Choice
You run a regression of a stock's returns versus a market index and find the following: 
Based on the data you know that the stock
A) earned a positive alpha that is statistically significantly different from zero
B) has a beta precisely equal to 0.890
C) has a beta that could be anything between 0.6541 and 1.465 inclusive
D) has no systematic risk
Correct Answer:
Verified
Correct Answer:
Verified
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