Question
b) (5 points) Assume the 3-tactor Arbitrate Pricing Theory applies. What is the expected return of an asset that has loading 0.75 on factor 1,
b) (5 points) Assume the 3-tactor Arbitrate Pricing Theory applies. What is the expected return of an asset that has loading 0.75 on factor 1, 0.2 on factor 2, and -0.4 on factor 3
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