Question: can i have help for this ques ? Question 14 1 pts Given the information below from a well-specified factor model RA = 0.025 +
Question 14 1 pts Given the information below from a well-specified factor model RA = 0.025 + BA1F1 + BA,2F2+eA RB = 0.025 + BB,1 Fi + BB,2 F2 + eb with BA,1 = 1; BA,2 = 0; BB,1 = 0; BB,2 = 1; 0 = 0.5; 0= 0.25; 0F1,F3 = -0.25 The covariance between RA and Rgis: A) 1 B) 0 C) 5 D) 25 E) -0.25
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