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Exercise 2. Suppose that you have the following statistics for the market and stoc E[RA] = 0.08, E[RB] = 0.19, Var[RM] = 0.10, Var[RA] =

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Exercise 2. Suppose that you have the following statistics for the market and stoc E[RA] = 0.08, E[RB] = 0.19, Var[RM] = 0.10, Var[RA] = 0.15, Var[RB] Cov[RA, RB] = 0.30. What are the a, B, and o for each of the stocks? = 0. Exercise 2. Suppose that you have the following statistics for the market and stoc E[RA] = 0.08, E[RB] = 0.19, Var[RM] = 0.10, Var[RA] = 0.15, Var[RB] Cov[RA, RB] = 0.30. What are the a, B, and o for each of the stocks? = 0

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