What is your forecast for the alpha of stock x

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You believe that stock X is 25 percent undervalued, and that it will take 3.1 years for half of this misvaluation to disappear. What is your forecast for the alpha of stock X over the next year?

1. Using the definitions from the technical appendix to Chap. 2, what is the characteristic associated with portfolio S?

Reference no: EM13925460

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