What will be the alpha of the fund in the capm

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Suppose you estimate a CAPM regression of a total stock market index fund using net returns of the fund (i.e., fund returns after expenses the investor has to pay). The index fund has an annual expense of 0.5% per year.

Problem 1: What will be the alpha of this fund in the CAPM (on an annual basis)?

Reference no: EM132817937

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