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Suppose that there are two independent economic factors, F 1 and F 2 . The risk - free rate is 1 0 % , and
Suppose that there are two independent economic factors, and The riskfree rate is and all stocks have independent firmspecific components with a standard deviation of Portfolios A and are both welldiversified with the following properties: tablePortfolioBeta on Beta on Expected Return
Suppose that there are two independent economic factors, and The riskfree rate is and all stocks have independent firmspecific components with a standard deviation of Portfolios A and are both welldiversified with the following properties:
tablePortfolioBeta on Beta on Expected Return
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