(b) Would your answer to part (a) be different if rf is not constant but is not...
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(b) Would your answer to part
(a) be different if rf is not constant but is not correlated with any of the variables in the model?
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Related Book For
Quantitative Equity Portfolio Management
ISBN: 9780071459396
1st Edition
Authors: Ludwig B Chincarini, Daehwan Kim
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