Assume that the investor holds risky efficient portfolio I that is a combination of market portfolio M

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Assume that the investor holds risky efficient portfolio I that is a combination of market portfolio M and its uncorrelated zero-beta portfolio counterpart ZI.

How can we write the zero-beta CAPM using these two risky portfolios?

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Investment Valuation And Asset Pricing Models And Methods

ISBN: 9783031167836

1st Edition

Authors: James W. Kolari, Seppo Pynnönen

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Question Posted: Mar 03, 2024 02:00 AM

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Assume that the investor holds risky efficient portfolio I that is a combination of market portfolio M

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Investment Valuation And Asset Pricing Models And Methods

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