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The security characteristic line (SCL)A) plots the excess return on a security as a function of theexcess return on the market.B) allows one to estimate
The security characteristic line (SCL)A) plots the excess return on a security as a function of theexcess return on the market.B) allows one to estimate the beta of the security.C) allows one to e 2 answers
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Value at Risk The New Benchmark for Managing Financial Risk
Authors: Philippe Jorion
3rd edition
0070700427, 71464956, 978-0071464956
