Question: Two portfolios have the exact same returns and the same benchmark. One is comprised of private real estate investments and one is comprised of real

Two portfolios have the exact same returns and the same benchmark. One is comprised of private real estate investments and one is comprised of real estate securities. Should they have the same: a. Beta? b. Alpha? c. Gamma? Explain.

What if portfolio A includes international real estate but portfolio B does not but the Betas are nonetheless the same?

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