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Assume 2 assets with Cov(F_1,F_2)=0 , Var(F_1)=1 Var(F_2)=0.5 If Cov(Y,F_1)=0.5 and Cov(Y,F_2)=0.6. which of the factors will have a beta of 1.2?
Assume 2 assets with Cov(F_1,F_2)=0 , Var(F_1)=1 Var(F_2)=0.5 If Cov(Y,F_1)=0.5 and Cov(Y,F_2)=0.6. which of the factors will have a beta of 1.2?
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Financial Management Theory And Practice
Authors: Eugene F. Brigham, Michael C. Ehrhardt
17th Edition
0357714482, 9780357714485
