3. Show that the Vasicek technique leads to a simple proportional weighting of the mar- ket Beta...
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3. Show that the Vasicek technique leads to a simple proportional weighting of the mar-
ket Beta and the stock's Beta if the standard error of all Betæs is the same.
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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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