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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