relative You run the following regression for an asset manager's portfolio. The fund's beta is to the predictions of the
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relative You run the following regression for an asset manager's portfolio. The fund's beta is to the predictions of the
relative You run the following regression for an asset manager's portfolio. The fund's beta is to the predictions of the CAPM. S B a h -1.20 Coefficient 0.65 0.80 0.03 2.60 -3.02 2.10 1.04 t-stat high O low
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