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cyber21

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tT
发表于 2011-7-13 13:25 | 显示全部帖子

Question on Beta

equation, derived, involving
Just wondering if anyone has ever seen such a equation involving beta. I have absolutely no idea where it is derived from


Beta(1) = [ SD(1) * SD(2) * Corr(1,2) ] / Var(2)

?
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