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QUESTION 1 1. Suppose you held a well-diversi?ed portfolio A (with a very large number of securities). The index model has been estimated for stock

QUESTION 1 1. Suppose you held a well-diversi?ed portfolio A (with a very large number of securities). The index model has been estimated for stock A is: RA = 0.08 + 2.5 RM + eA. The variance of m...

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