Exercise 31.3.3 For the one-factor APT, what will become of 1 if the CAPM holds?

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Exercise 31.3.3 For the one-factor APT, what will become of λ1 if the CAPM holds?

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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 31.3.3 For the one-factor APT, what will become of 1 if the CAPM holds?
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Exercise 31.3.3 For the one-factor APT, what will become of 1 if the CAPM holds?

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Financial Engineering And Computation Principles Mathematics Algorithms

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