13. Using the data from Problem 10 in Chapter 1, calculate the beta of the small stock...

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13. Using the data from Problem 10 in Chapter 1, calculate the beta of the small stock portfolio over the 20-year period. Use the common stock returns from Table 1.1 as the returns on the market index.

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Investments

ISBN: 9788120321014

6th Edition

Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey

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