For the fi rms from the previous example, calculate the variance-covariance matrix using the single-index model. Assume

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For the fi rms from the previous example, calculate the variance-covariance matrix using the single-index model. Assume that the variance of the market portfolio is 18%.

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Financial Modeling

ISBN: 9780262026284

3rd Edition

Authors: Simon Benninga

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Question Posted: Jun 10, 2024 02:06 AM

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For the fi rms from the previous example, calculate the variance-covariance matrix using the single-index model. Assume

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Financial Modeling

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