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The returns on share A follow the market model with coefficients aa = 0.01, BA 1.25. If at time t, MT = 0.02 and the
The returns on share A follow the market model with coefficients aa = 0.01, BA 1.25. If at time t, MT = 0.02 and the actual return on share A is 0.025, calculate At (the error term)
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Mastering Attribution In Finance
Authors: Andrew Colin
1st Edition
1292114029, 978-1292114026
