Question: HW 3 Saved Help Submit Save & Exit Check my word 10 Consider the one-factor APT. The variance of the return on the factor portfolio

 HW 3 Saved Help Submit Save & Exit Check my word

HW 3 Saved Help Submit Save & Exit Check my word 10 Consider the one-factor APT. The variance of the return on the factor portfolio is .08. The beta of a well-diversified portfolio on the factor is 1.2. The variance of the return on the well-diversified portfolio is approximately 10 points Multiple Choice eBook

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