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- UID
- 223270
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- 2011-7-11
- 最后登录
- 2013-9-27
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a, and b look ok.. You havent solved (c), but its straightforward to find weights that gives 8% return… then use that to find portfolio beta..
for d) weights would be 200% (equity) and -100% (bond), so short one unit of risk free asset and buy two units of the equity |
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发表于 2013-4-22 12:45
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