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Following shores listed on the 2 imbabre stock exchange have returns modelled by the following algebraic expressions RpPC=0,3+F14F2RmiR=0,5+3F1+2F2RTZ1=0,8+1,5F1+0F2 The 2imbabwe stock exchange industrial index is
Following shores listed on the 2 imbabre stock exchange have returns modelled by the following algebraic expressions RpPC=0,3+F14F2RmiR=0,5+3F1+2F2RTZ1=0,8+1,5F1+0F2 The 2imbabwe stock exchange industrial index is assumed to have a factor responsiveness (beta) of 2 on the first factor and a factor beta of 1 on the second factor. You are required to construct a portifolio made up of the three firms listed abore matching the risk of the ZSE industrial index [25]
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