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You need to go to the Treasury website and download daily yields as of June 15th Download the Excel file with daily returns for a
You need to go to the Treasury website and download daily yields as of June 15th
Download the Excel file with daily returns for a risk-free rate, market portfolio, SMB factor, HML factor, and high dividend yield portfolio. Calculate high dividend yield portfolios HML beta using Fama-French three factor model
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