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じゃあちょっとこれ解いてみて
You have run a regression of returns of Devonex, a machine tool manufacturer, against
the S&P 500 Index using monthly returns over the last 5 years and arrived at the following
regression:
Return (Devonex) = - 0.20% + 1.50 Return (S&P 500)
If the stock had a Jensen’s alpha of +0.10% (on a monthly basis) over this period, estimate
the monthly risk-free rate during the last 5 years.