Question
using a single index model, the alpha of a portfolio consisting of all securities in the overall market would be equal to: the beta of
using a single index model, the alpha of a portfolio consisting of all securities in the overall market would be equal to:
the beta of the same portfolio in the previous question would be equal to?
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Financial Markets And Institutions
Authors: Anthony Saunders, Marcia Cornett
5th Edition
0078034663, 978-0078034664
