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conceptioal question, no data is provided 1. After determining the desired factor exposures for your portfolio and trading in underlying assets to create those exposures,
conceptioal question, no data is provided
1. After determining the desired factor exposures for your portfolio and trading in underlying assets to create those exposures, the realized returns for your portfolio over the next several months suggest that the portfolio's factor exposures are different from the desired exposures. Discuss at least three reasons why the portfolio's betas may be different from the anticipated betasStep by Step Solution
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