8. Suppose Bl = I and = 0.25 0.210 0.32 = 0.18 0.20, fore- cast each security's

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8. Suppose Bl = I and = 0.25 0.210 0.32 = 0.18 0.20, fore-

cast each security's Beta using the Vasicek technique.

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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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