Suppose that Q is an efficient portfolio but not necessarily the market portfolio and A and B

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Suppose that Q is an efficient portfolio but not necessarily the market portfolio and A and B are two stocks (not necessarily in Q). The following information is inconsistent with the CAPM: TA = 10%, = TB OA,Q = 0.01, OB,Q = 0.02

Posted Date: Jun 08, 2024 05:11 AM

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Suppose that Q is an efficient portfolio but not necessarily the market portfolio and A and B

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