Table 1. Stock A Stock B Stock C a 2 3 1 bin 0.8 1.1...
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Table 1. Stock A Stock B Stock C a 2 3 1 bin 0.8 1.1 0.9 biz 0.9 1.3 1.1 ci 2.0 1.0 1.5 Table 2. 11 12 E| 8 4 SDL 2 2.5 Assume Is are uncorrelated. Question 3 10 Points Use the information provided in Tables 1 and 2. Calculate the covariance between Stock A and Stock B in the general multi-Index model A) 9.07 B) 10.83 12.90 D 13.18 13.65 Question 4 10 Points Use the information provided in Tables 1 and 2. Calculate the covariance between Stock A and Stock Bin an Industry Index Model where l is the market index and 1 is an industry index. A and B are in the same industry (12). 9.07 10.83 12.90 13.18 13.65
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