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Question 4 : We consider 3 assets, that are a riskfree asset with riskfree rate r;= 0, and two risky assets with returns : 41.t
Question 4 : We consider 3 assets, that are a riskfree asset with riskfree rate r;= 0, and two risky assets with returns : 41.t Bi(Ft + m) + u1,t Y2. = B2(Ft + m) + U2,e- where (u1,t), (uz,t), (Ft) are independent, U 1,4 ~ IIN(0.1), 42,1 ~ IIN(0,1), F = pF-1 + Et, with pl
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