Consider the capm write the of asset in terms of variances
Consider the CAPM. Write the β of asset in terms of variances and covariances. Write the β of a portfolio in terms of the β's of the individual assets and their weights. Show that the β of the market portfolio is equal to 1.
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consider the capm write the beta of asset in terms of variances and covariances write the beta of a portfolio in terms
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