20. Look again at Problem 19. Consider a portfolio with equal investments in stocks P, P 2...

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20. Look again at Problem 19. Consider a portfolio with equal investments in stocks P, P 2 , and P 3 .

a. What are the factor risk exposures for the portfolio?

b. What is the portfolio’s expected return?

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Principles Of Corporate Finance

ISBN: 9780071314176

10th Global Edition

Authors: Richard Brealey

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