Multiple Choice
Suppose the following equation best describes the evolution of β over time:βt= 0.30 + 0.70βt-1 If a stock had a β of 0.82 last year,you would forecast the β to be _______ in the coming year.
A) 0.91
B) 0.77
C) 0.63
D) 0.87
E) none of the above
Correct Answer:
Verified
Correct Answer:
Verified
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