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Suppose that the asset return rt follows the model at rt = at = Ott, Et~iid N(0,1) = 0.05 +0.135a-1 +0.8850-1 Does the unconditional

Suppose that the asset return rt follows the model at rt = at = Ott, Et~iid N(0,1) = 0.05 +0.135a-1 +0.8850-1 Does the unconditional variance of rt exist? Why?

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