d. Finally, suppose you buy $160 of X and $20 of Y and sell $80 of Z.
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d. Finally, suppose you buy $160 of X and $20 of Y and sell $80 of Z. What is your portfolio’s sensitivity now to each of the two factors? And what is the expected risk premium?
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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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