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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Related Book For
Principles Of Corporate Finance
ISBN: 9781264080946
14th Edition
Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans
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