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QUESTION

You run a market model regression to estimate the beta of Nanotech Inc. Using 5 years of monthly data you obtain an estimate of 1. The 95% confidence...

You run a market model regression to estimate the beta of Nanotech Inc. Using 5 years of monthly data you obtain an estimate of 1.94. The 95% confidence interval is 1.25 - 2.68. The risk free rate is 3% per year and the expected market risk premium is 6% per year. What is the 95% confidence interval for expected returns on Nanotech Inc?

10.5% - 19.08%

10.5% - 14.64%

14.64%

7.5% - 16.08%

14.64% - 19.08%

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