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Please solve correctly asap Consider the following monthly returns. X is a hedge portfolio. MKTRF, SML and HML are factors from the Fama and French
Please solve correctly asap
Consider the following monthly returns. X is a hedge portfolio. MKTRF, SML and HML are factors from the Fama and French 3-factor model. Required: Using the Fama and French 3-factor model, calculate the coefficient on MKTRF for hedge portfolio XStep by Step Solution
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