15. APT (S8.4) Look again at Problem 14. Consider a portfolio with equal investments in stocks P,...

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15. APT (S8.4) Look again at Problem 14. Consider a portfolio with equal investments in stocks P, P2, and P3.

a. What are the factor risk exposures for the portfolio?

b. What is the portfolio’s expected return?

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Principles Of Corporate Finance

ISBN: 9781264080946

14th Edition

Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans

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