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Question 2 Suppose all assets' returns are generated by a N-factor model, show that the portfolio-weighted average of a security's sensitivity to a particular factor

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Question 2 Suppose all assets' returns are generated by a N-factor model, show that the portfolio-weighted average of a security's sensitivity to a particular factor equal to the covariance between the return of the portfolio and the factor divided by the variance of the factor if the factors are uncorrelated with each other

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