provided data on a variety of stocks, including the alpha, beta, total return and market...

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Finance

provided data on a variety of stocks, including the alpha, beta, total return and market cap for each entity.
question: perform the cross-sectional test of CAPM, which of the available variables are modt suited to carry it out? and what improgements could be made?
please provide advice of how to even approsch this question, the steps of performing cross sectional test and so on.

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