Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 5%, and the marketâs average return was 12%. Performance is measured using an index model regression on excess returns.

Stock A Stock B
Index model regression estimates 1% + 1.2(rM â rf) 2% + 0.8(rM â rf)
R-square 0.599 0.448
Residual standard deviation, Ï(e) 10.7% 19.5%
Standard deviation of excess returns 22% 25.7%

Calculate the alpha for each stock:

Segment an is an altitude of right δabc with a right angle at a. if ab = 2, squared 5 in and nc = 1 in, find bn, an, ac.

If the value of cos330°is√3/2 then find cos 165°.

Suppose babies born after a gestation period of 32 to 35 weeks have a mean weight of 25002500 grams and a standard deviation of 800800 grams while babies born after a gestation period of 40 weeks have a mean weight of 27002700 grams and a standard deviation of 385385 grams. if a 3232-week gestation period baby weighs 21252125 grams and a 4040-week gestation period baby weighs 23252325 grams, find the corresponding z-scores. which baby weighs lessless relative to the gestation period?