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Nos interesa pronosticar el rendimiento de un activo para el prximo ao. Hemos estimado el modelo one.index de la siguiente manera: R X =.03+1.15R M

Nos interesa pronosticar el rendimiento de un activo para el prximo ao. Hemos estimado el modelo one.index de la siguiente manera:

R X =.03+1.15R M +U X

La expectativa del mercado para el ndice al cierre del prximo ao es del 20%. Cul es el rendimiento esperado del activo?

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