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1. Suppose you have $1000 to invest and are using two stocks (A and B) to construct a market-neutral portfolio. Based on your analysis, the
1. Suppose you have $1000 to invest and are using two stocks (A and B) to construct a market-neutral portfolio. Based on your analysis, the weight for A = 37.4 (attention, it is 37.4, not 37.4%),
- calculate the weight for B.
- What do those numbers (the two weights) mean?
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Cases in Financial Reporting
Authors: Michael J. Sandretto
1st edition
538476796, 978-0538476799
