Analyze the betas of the fixed-income index in Table 26.2. On the basis of these results, are
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Analyze the betas of the fixed-income index in Table 26.2. On the basis of these results, are these funds typically market neutral? If not, do their factor exposures make sense in terms of the markets in which they operate?
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ISBN: 9781260571158
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Authors: Zvi Bodie, Alex Kane, Alan Marcus
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