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- 2011-5-25
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concering schweser,concept checkers, page 261.question five says that the beta of the marketportfolio and of portfolia A are identical.
the beta of portfolio A is 1 which we derived from the calculation. i don't see how we get a beta of 1 for the market index? because only the market index variance of 0.04 is given... ? any ideas? or what am I missing? |
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发表于 2011-7-11 19:35
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