Question: Problem 3 [3pts] Suppose world described by 1-factor model (F), and we have 2 following securities TA = 0.080 + 2F + EA Ty =

Problem 3 [3pts] Suppose world described by 1-factor model (F), and we have 2 following securities TA = 0.080 + 2F + EA Ty = 0.005 - 0.5F + 6 , a. [2pts] What are the weights on each security A and B ...

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