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Apply the following factor model: report your analysis and interpret the results. R, R, a+BG + BV G=returns on a growth index (iShares S&P
Apply the following factor model: report your analysis and interpret the results. R, R, a+BG + BV G=returns on a growth index (iShares S&P 500 Growth index (IVW)) V=returns on a value index (iShares S&P 500 Value index (IVE)) R; 90 day treasury yield ("IRX) For simplicity and by observation of a close to zero Ry, you can ignore R, in your calculation.
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Okay lets apply the given factor model and analyze the results The factor model is R G G V V Where R is the 90day Treasury yield IRX G is the returns ...
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Equity Asset Valuation
Authors: Jerald E. Pinto, Elaine Henry, Thomas R. Robinson, John D. Stowe, Abby Cohen
2nd Edition
470571439, 470571438, 9781118364123 , 978-0470571439
