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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Principles Of Corporate Finance

ISBN: 9781264080946

14th Edition

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

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