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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Related Book For
Principles Of Finance With Excel
ISBN: 9780190296384
3rd Edition
Authors: Simon Benninga, Tal Mofkadi
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