Engineering, 08.04.2020 00:46 Mimidj9279
Create a new portfolio ("small"), the equal-weighted combination of small-low and small-high. Calculate and report the average excess return, beta, and alpha for this portfolio for two sample periods: 7/1926-12/1983 and 1/1984 to 08/2017. (Note: these are different from the sample
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Create a new portfolio ("small"), the equal-weighted combination of small-low and small-high. Calcul...
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