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MMMU-Pro / test_Accounting_131 / Consider the two (excess return) index-model regression results for stocks A and…

Problem

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question

Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the market's average return was 14%. Performance is measured using an index model regression on excess returns. <image 1> Which stock is the best choice when this stock will be mixed with the rest of the investor's portfolio, currently composed solely of holdings in the market index fund.

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Tables

options

Both A and B
B
Neither A nor B
The risk-free asset
A

subject

Accounting

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Source and history

upstream_id / Original problem ID: test_Accounting_131
task_id: f30c6891-a05c-59aa-86f6-584369d385ad
task_key: standard~20~2810~20options~29--test--test~5fAccounting~5f131
task_revision_id: 3
config / split: standard (10 options) / test

Official source

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