Business, 21.08.2019 22:10 kingb59

Assume the single-factor apt model applies and a portfolio exists such that half of the funds are invested in risky security q and the rest in the risk-free asset. security q has a beta of 1.8. the portfolio has a factor beta of:

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Assume the single-factor apt model applies and a portfolio exists such that half of the funds are in...

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