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Homework Content Table 1. I Stock A Stock B Stock C a 2 3 1 bi1 0.8 1.1 0.9 biz 0.9 1.3 1.1 ci 2.0

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Homework Content Table 1. I Stock A Stock B Stock C a 2 3 1 bi1 0.8 1.1 0.9 biz 0.9 1.3 1.1 ci 2.0 1.0 1.5 Table 2. 12 EL 8 4 SD41 2 2.5 Assume Is are uncorrelated. 10 Points Question 1 Use the information provided in Tables 1 and 2. Calculate the expected return of Stock A in the general multi-index model

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