Identify and briefly discuss three criticisms of beta as used in the capital asset pricing model.

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Investments

ISBN: 9780073530703

9th Edition

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

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Question Posted: Jan 04, 2013 07:55 AM

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Identify and briefly discuss three criticisms of beta as used in the capital asset pricing model.

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i Betas are estimated with respect to market indexes that are proxies for the true market por...View the full answer

Investments

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