What would be the dollar value and rate of return on the market-neutral position from Example 26.2
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What would be the dollar value and rate of return on the market-neutral position from Example 26.2 if the value of the residual,
e, turns out to be −4%?
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Related Book For 
ISE Investments
ISBN: 9781266085963
13th International Edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus
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