a. Compute the betas of AOL, Microsoft, and Intel with respect to the tangency portfolio found in

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a. Compute the betas of AOL, Microsoft, and Intel with respect to the tangency portfolio found in exercise 5.2.

b. Then compute the beta of an equally weighted portfolio of the three stocks.AppendixLO1

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Financial Markets And Corporate Strategy

ISBN: 9780077119027

1st Edition

Authors: David Hillier, Mark Grinblatt, Sheridan Titman

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