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Fill in the following NINE blanks: t Asset A B C Assume the CAPM holds (both the theoretical and empirical versions (SIM)). Market Beta
Fill in the following NINE blanks: t Asset A B C Assume the CAPM holds (both the theoretical and empirical versions (SIM)). Market Beta (B) 1.0 1.2 1.7 Sigma (Jasset) 0.65 0.72 Residual Variance (0) 0.19 0.24 Correlation with the Market PAsset Market 's . .
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Applied Regression Analysis And Other Multivariable Methods
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
5th Edition
1285051084, 978-1285963754, 128596375X, 978-1285051086
