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1. (10 pts) Show that the beta factor By of a portfolio consisting of n securities with weights w1...., Wr is given by Bv =
1. (10 pts) Show that the beta factor By of a portfolio consisting of n securities with weights w1...., Wr is given by Bv = wiB1 + ... + wr., where B1, ..., Bre are the beta factors of the securities. 1. (10 pts) Show that the beta factor By of a portfolio consisting of n securities with weights w1...., Wr is given by Bv = wiB1 + ... + wr., where B1, ..., Bre are the beta factors of the securities
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