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The Beta of Exxon Stock Has Been Estimated as 1

Question 27

Multiple Choice

The beta of Exxon stock has been estimated as 1.2 by Merrill Lynch using regression analysis on a sample of historical returns.The Merrill Lynch adjusted beta of Exxon stock would be ___________.


A) 1.20
B) 1.32
C) 1.13
D) 1.0
E) none of these

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