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03-06-2023
Business

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Single Index Model Consider the following information for assets A & B from the single index model: RA= 10%, RB = 19%, A = 3%. OB = 5%, BA=0.6. BB = 1.4, PAB 4. Note: Here, A and B are the standard deviations of assets A & B, not the standard deviations of their fluctuations (error terms). =

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