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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: a . What is the standard
Suppose that the index model for stocks A and B is estimated from excess returns with the following results:
a What is the standard deviation of portfolio
b What is the beta of portfolio Q
c What is the "firmspecific" risk of portfolio
d What is the covariance between the portfolio and the market index?
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