4. (Variance estimate) Let r,, for i = 1, 2, ., be independent samples of a return...

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4. (Variance estimate) Let r,, for i = 1, 2, ., be independent samples of a return of mean and variance

a. Define the estimates Show that E(s) = a 31 = i=1 1 => 71 i=1

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Investment Science

ISBN: 9780195391060

1st International Edition

Authors: David G. Luenberger

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