b. For an equally weighted portfolio of the four oil stocks, compute the regression on the S&P

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b. For an equally weighted portfolio of the four oil stocks, compute the regression on the S&P 500. Show that the R2 of the regression is greater than the weighted average R2 of the individual stocks.

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Principles Of Finance With Excel

ISBN: 9780190296384

3rd Edition

Authors: Simon Benninga, Tal Mofkadi

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Question Posted: Oct 19, 2024 02:01 AM

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b. For an equally weighted portfolio of the four oil stocks, compute the regression on the S&P

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Principles Of Finance With Excel

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