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Problem 2 (20 points): Consider a 1-factor model with factor y. For today's value of y=5%, your portfolio's value is V(0.05)=$1,000,000. However, a small increase
Problem 2 (20 points): Consider a 1-factor model with factor y. For today's value of y=5%, your portfolio's value is V(0.05)=$1,000,000. However, a small increase in y to y=5.02% will lead to the $5,0...
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Microeconomics An Intuitive Approach with Calculus
Authors: Thomas Nechyba
1st edition
538453257, 978-0538453257
