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Calculate the return on the ENI share and on the Italian index over 13 months until 1 January 2011. To help you, you have a
Calculate the return on the ENI share and on the Italian index over 13 months until 1 January 2011. To help you, you have a record of the share price and of the general index. What is the total risk of the ENI share? What is the coefficient of ENI? What portion of the total risk of the ENI share is explained by market risk?
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