Question: Exercise 1 . In a single index model, write the a, , and of a portfolio in terms the , , , and weights of

Exercise 1 . In a single index model, write the a,

Exercise 1 . In a single index model, write the a, , and of a portfolio in terms the , , , and weights of each asset in the portfolio. Write the of an asset using only a variance and a covariance. Explain what the , , and of the market portfolio must be

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