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(g) If RAIG,: ~ N (0, 'Are) and Rest ~ N (0, as) and they are not independent, the sim- ple portfolio return Rot =
(g) If RAIG,: ~ N (0, 'Are) and Rest ~ N (0, as) and they are not independent, the sim- ple portfolio return Rot = IGs Rest+CAIGRAIG,: is distributed as NV (0, Casas + INGGAG). True False Why
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Macroeconomics
Authors: Andrew B. Abel, Ben S. Bernanke, Dean Croushore, Ronald D. Kneebone
6th Canadian Edition
321675606, 978-0321675606
