2. Complete the procedure in Appendix A for reducing a general three-index model to a three-index model
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2. Complete the procedure in Appendix A for reducing a general three-index model to a three-index model with orthogonal indexes.
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Related Book For 
Modern Portfolio Theory And Investment Analysis
ISBN: 9780471007432
5th Edition
Authors: Edwin J. Elton, Martin Jay Gruber
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