A multi factor analysis reveals that your equity portfolio has the following factor loading on the three risk factors The risk premium (A) for these three factors are also presented The risk free rate is 5 Factor 1 Inflation 2 Investment 3 Market b (loading) 0 50 1 65 1 00 2 (premium) 1 25 1 80 4 ...

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A multi-factor analysis reveals that your equity portfolio has the following factor loading on the three...

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Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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A multi-factor analysis reveals that your equity portfolio has the following factor loading on the three...

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