Question: Consider the following data for two risk factors (1 and 2) and two securities (J and L): ? 0 = 0.05 b J1 = 0.90

Consider the following data for two risk factors (1 and 2) and two securities (J and L): ? 0 = 0.05 b J1 = 0.90 ? 1 = 0.02 b J2 = 1.55 ? 2 = 0.03 b L1 = 1.80 b L2 = 2.00 Compute the expected ret...

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