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You say that "both" formulas are possible.. You mean that one on page 4 and the other one on page 6, right?
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which formula did you use to calculate the variance of each firms stocks?
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the formulas from chapter 10 so 1/(t-1)*(sum((xi-E(X))^2))
found one mistake in the formula for the var of the portfolio it musst be 0,5*cov sorry about that
 
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item d is false, just use the average rate for that instead of the regular rates which was calculated before
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this should be -0.0481
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why is it (1/5)*Sum of Variance? There are 6 datas right? shouldn't it be (1/6)?
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since the data (data is the correct plural by the way) is a sample, and not the whole population, we have to use n-1, therefore 5 -> 1/5
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Real firm betas can be reasonably accurately estimated - but we didn't discuss how this would work? Or did I miss something?
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The calculations regarding the average of the different ratios are wrong.
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Hahahaha xD
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someone who can help me with the last questions of 6.3?
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Economics students' finance tutorial is tomorrow.... If someone can help me by uploading exercise 6.3
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How do we know that FV = 100 in fact ?
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The Facevalue is usually 100%. Thus, you could also use 1000 or 10 for the FV, but then adjust the CPN because this is the coupon x FV
 
Someone already done with excel exercise 6.3? Sharing is caring
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I think I need some more explanation on some topics... Can you suggest some good books or webpages?
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what exactly do you want to know? anyway, I get good explanations for most of the terms and concepts here: http://www.investopedia.com/
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can someone upload exercise 6.3 please?
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