Consider another widely diversified portfolio, N, with factor loadings b N1 = 0.4, b N2 = 1.2.
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Consider another widely diversified portfolio, N, with factor loadings b N1 = 0.4, b N2 = 1.2. Replicate N by a portfolio mix of L, M and G.
What is the equilibrium mean rate of return of portfolio N?
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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