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2. Starting with the universe of MMI stocks, assume that Q fo = 6% B = CAPMMI (the capweighted MMI portfolio) We also suppose
2. Starting with the universe of MMI stocks, assume that Q fo = 6% B = CAPMMI (the capweighted MMI portfolio) We also suppose we have the following values (data as of January 1995) Portfolio with respect to B with respect to Q B Q 1.0 .965 15.50 1.004 1.0 15.82 C .865 .831 14.42 For each portfolio, calculate its: f, a, w, SR, IR.
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
