Question: 14.Explain why we construct a zero-cost portfolio when constructing factors. (14 points) 14.Explain why we construct a zero-cost portfolio when constructing factors. (14 points)

14.Explain why we construct a zero-cost portfolio when constructing factors. (14 points)

14.Explain why we construct a zero-cost portfolio when constructing factors. (14 points)

14.Explain why we construct a zero-cost portfolio when constructing factors. (14 points)

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