Exercise 31.2.12 Prove that using any efficient portfolio for the risky assets as the proxy for the

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Exercise 31.2.12 Prove that using any efficient portfolio for the risky assets as the proxy for the market portfolio results in linear relations between the expected rates of return and the betas, just as in the CAPM.

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Financial Engineering And Computation Principles Mathematics Algorithms

ISBN: 9780521781718

1st Edition

Authors: Yuh-Dauh Lyuu

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Question Posted: Oct 28, 2024 05:02 AM

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Exercise 31.2.12 Prove that using any efficient portfolio for the risky assets as the proxy for the

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Financial Engineering And Computation Principles Mathematics Algorithms

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