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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Modern Portfolio Theory And Investment Analysis

ISBN: 9780471007432

5th Edition

Authors: Edwin J. Elton, Martin Jay Gruber

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