University Investments (Index Model) Flashcards on Untitled_6, created by Nafisa Zahra on 11/10/2013.
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Created by Nafisa Zahra
over 10 years ago
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Created by Nafisa Zahra
over 10 years ago
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What formula would you use to calculate standard deviation of a portfolio given beta, E(r), sigma of firm specific and weights of each stock
What is the security characteristic line?
What does a positive alpha mean when using the index model?
What does a negative alpha mean in terms of using the index model?
