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Single Index Model Consider the following information for assets A & B from the single index model: RA = 10%, RB = 19%,0A = 3%.OB
Single Index Model Consider the following information for assets A & B from the single index model: RA = 10%, RB = 19%,0A = 3%.OB = 5%, BA = 0.6, BB = 1.4, PAB = 4. Note: Here, OA and OB are the standard deviations of assets A & B, not the standard deviations of their fluctuations (error terms)
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