Perform the second-pass SML regression by regressing the average excess return of each portfolio on its beta.

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Perform the second-pass SML regression by regressing the average excess return of each portfolio on its beta. pl856

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Jul 31, 2024 03:01 AM

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Perform the second-pass SML regression by regressing the average excess return of each portfolio on its beta.

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ISE Investments

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