8. Given the following multi-index model where and are correlated and given the regression equation 1 +

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8. Given the following multi-index model where and are correlated and given the regression equation 1 + 1.311 + de transform the equation for Ri into one with orthogonal indexes.

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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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