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true/ false for these parts of a question with explanation In a factor model, additional factors reduce our estimate of idiosyncratic variance. In a factor

true/ false for these parts of a question with explanation
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In a factor model, additional factors reduce our estimate of idiosyncratic variance. In a factor model, if we don't know the factors and we don't know the loadings, then we cannot estimate the model. If I were to multiply all my portfolio positions by 100, my CVAR, would scale by $100

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