Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 19%. The standard

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Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 19%. The standard deviation on the factor portfolio is 12%. The beta of the well-diversified portfolio is approximately

Posted Date: May 20, 2024 01:06 AM

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Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 19%. The standard

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