Question 1: Derive the relation between a multiperiod logarithmic return o,N and the individual period...
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Question 1: Derive the relation between a multiperiod logarithmic return o,N and the individual period returns F-1,m for n-....N for n-1,..., N. Question 2: Show that the arithmetic return of a portfolio is a weighted sum of the arithmetic returns of the individual assets in the portfolio: where What is the interpretation of the quantity T
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