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. The index model has been estimated for stocks A and B with the following results: RA = 0.12 +0.635RM + eA RB= 0.04 +
. The index model has been estimated for stocks A and B with the following results: RA = 0.12 +0.635RM + eA RB= 0.04 + 1.456RM+ eB OM= 0.295 o(eA) = 0.20 (eB) = 0.10 What is the correlation coeffici...
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
