Consider a single factor APT. Suppose asset A has BA=1.3 and =2%, and asset B has...
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Consider a single factor APT. Suppose asset A has BA=1.3 and α=2%, and asset B has BB=0.9 and ag=1% with regards to the APT factor. A fund manager constructs a portfolio comprising entirely of asset A and asset B and the portfolio 3 is zero. The weights of assets A and B are: Select one: A. WA = -3.25 and WB = 2.25 B. O C. WA = 3.25 and WB = -2.25 WA-2.25 and WB = 3.25 D. WA = 2.25 and WB = -3.25 O E. None of the options provided. Consider a single factor APT. Suppose asset A has BA=1.3 and α=2%, and asset B has BB=0.9 and ag=1% with regards to the APT factor. A fund manager constructs a portfolio comprising entirely of asset A and asset B and the portfolio 3 is zero. The weights of assets A and B are: Select one: A. WA = -3.25 and WB = 2.25 B. O C. WA = 3.25 and WB = -2.25 WA-2.25 and WB = 3.25 D. WA = 2.25 and WB = -3.25 O E. None of the options provided.
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Essentials Of Investments
ISBN: 9780073368719
7th Edition
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
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