Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. in order to test the sharpe-lintner capm model, wh

In order to test the Sharpe-Lintner CAPM model, which of the following regression models do...

70.2K

Verified Solution

Question

Finance

In order to test the Sharpe-Lintner CAPM model, which of the following regression models do you use, if you want to use the Wald test approach? R denotes the excess return whereas r denotes for return.

I. =++Rt=+Rmt+ut

II. ()=()E(Ri)=E(Rm)

III. =+Rt=Rmt+ut

IV. ()=+()E(ri)=rf+E(rm)

Choose from (a), (b), (c), (d).

Select one:

a)

I

b)

II and IV

c)

II and III

d)

I and III

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Q

Test 01 Code A 84 In which of the following orbital diagrams Pauli s exclusion...

Physics
Q

3. The doctors are concerned that the fracture may have impacted on the epiphyseal plate. What...

Medical Sciences
Q

Liquid penetrant testing is a suitable method for almost any material. What can not be inspected...

Mechanical Engineering
Q

If laser light is reflected from each of the items below, a diffraction pattern appears....

Physics
Q

What is the magnitude and direction of an electric field if a force of 23.8N...

Physics
Q

Two particle x and y having equal charges are accelerated through potential differences V and...

Physics
Q

A body of mass m is projected vertically with a velocity vo If it passes...

Physics
Q

What is the domain of f z log z 2 The domain is

Algebra
Q

The comparative financial statements of Tec Solutions Inc. are as follows. The market price of...

Accounting
Q

Luxury Clothing is a manufacturer of designer suits. For June 2020, each suit is budgeted...

Accounting
Q

The marketing department of Jessi Corporation has submitted the following sales forecast for the upcoming...

Accounting
Q

On January 1, 2020, Blue Company acquires $220,000 of Spiderman Products, Inc., 10% bonds at...

Accounting