11.67 In the commodity price file of the World Bank, two different types of coffee are enclosed:...
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11.67 In the commodity price file of the World Bank, two different types of coffee are enclosed: Arabica and Robusta. Their price progressions differ, but the differences are not significant. There is also a third category, consisting of a mix of the two coffee types. To create a balanced mix, we include two Robusta for any Arabica.
Using the data file World Bank Commodity Prices, calculate the betas relative to the food index of Arabica, Robusta, and a mix of the two types of coffee. Prepare investment advice on the basis of these calculations.
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Related Book For
Essential Mathematics And Statistics For Science
ISBN: 9780470694480
2nd Edition
Authors: Graham Currell, Dr. Antony Dowman
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