Show that the modified factor model with E[F q ] = ?F q , Cov[F p ,
Question:
Show that the modified factor model
with E[Fq] = ?Fq, Cov[Fp, Fq] = ?pq, Cov [Fq, ?n] = 0, E [?n] = 0, AND COV [?m , ?n]= ?mn?2n, generates the correct APT-equation (7.57).
(7.57)
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
The modified factor model can be written as Rp Ro 1 A1Rp AFp ep w...View the full answer
Answered By
Dulal Roy
As a tutor, I have gained extensive hands-on experience working with students one-on-one and in small group settings. I have developed the ability to effectively assess my students' strengths and weaknesses, and to customize my teaching approach to meet their individual needs.
I am proficient at breaking down complex concepts into simpler, more digestible pieces, and at using a variety of teaching methods (such as visual aids, examples, and interactive exercises) to engage my students and help them understand and retain the material.
I have also gained a lot of experience in providing feedback and guidance to my students, helping them to develop their problem-solving skills and to become more independent learners. Overall, my hands-on experience as a tutor has given me a deep understanding of how to effectively support and encourage students in their learning journey.
0 Reviews
10+ Question Solved
Related Book For 
Question Posted:
