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Supongamos que el modelo de ndice para las acciones A y B se estima a partir del exceso de rendimiento con los siguientes resultados: R

Supongamos que el modelo de ndice para las acciones A y B se estima a partir del exceso de rendimiento con los siguientes resultados: R A = 3,4% + 1,15 R M + e A R B = 1,5 % + 1,30 R M + e B M = 15%; R -cuadrado A = 0,26; R -cuadrado B = 0,16 Desglose la varianza de cada accin en los componentes sistemticos y especficos de la empresa. (No redondee los clculos intermedios. Calcule usando nmeros en forma decimal, no porcentajes. Redondee sus respuestas a 4 decimales).

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