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    Analysis of Investments
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    Exam 9: Multifactor Models of Risk and Return
  5. Question
    One Method for Estimating the Parameters for the Capital Asset
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One Method for Estimating the Parameters for the Capital Asset

Question 22

Question 22

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One method for estimating the parameters for the Capital Asset Pricing Model is to estimate a portfolio's characteristic line via regression techniques using the single-index market model.

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