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Suppose that the asset return r follows the model Q1 (5 points) t= at at = a,t, Eiid N(0,1) of = 0.05 +0.135a?1+0.885 0.852 Does

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Suppose that the asset return r follows the model Q1 (5 points) t= at at = a,t, Eiid N(0,1) of = 0.05 +0.135a?1+0.885 0.852 Does the unconditional variance of r exist? Why? Q2 (10 points) Consider tho monthl d

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