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b) You are running a passive strategy and you are told by your boss to use a universe of 200 market drivers in order
b) You are running a passive strategy and you are told by your boss to use a universe of 200 market drivers in order to create a statistical model that replicates a certain index. You are told that one way to do this is to use multivariate regression models. Comment on how this can be achieved. How does your answer change if your goal is to beat an index, as part of an active strategy instead?
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b The initil stes t get thrugh with this wuld be the fllwing 1 L...Get Instant Access to Expert-Tailored Solutions
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