Question: I need to learn this by hand, please no excel. thank you!! All the info is given Stock A Stock B Stock C 2 a


Stock A Stock B Stock C 2 a 2 3 1 bit 9 0.8 1.1 0.9 bi2 0.9 1.3 1.1 ci 2.0 1.0 1.5 Table 2. 1 12 ELI 4 2 X bit 0.8 1.1 0.9 bi2 0.9 1.3 1.1 Gr ci 2.0 1.0 1.5 Table 2. 1 12 E[4 8 4 SDL 2 2.5 Assume Is are uncorrelated. Question 1 10 Points E Use the information provided in Tables 1 and 2. Calculate the expected return of Stock A in the general multi-index model. 9 B 10 11 12 E 13
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