funky example

funky example - R-square A 0.00 R-square B 0.96 aB+bB*rp...

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Portfolio Weights A 0.12 B 0.88 A B P aA+bA*rp errorA pn 0.08 0.07 0.07 0.05 0.03 pp 0.09 0.14 0.13 0.04 0.05 np -0.02 0.13 0.11 0.04 -0.06 nn 0.03 0.09 0.08 0.05 -0.02 bA 0 bB 1.14 aA 0.05 aB -0.01 Varp(errorA) 0 Varp(errorB) Varp(A) 0 Varp(B)
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Unformatted text preview: R-square A 0.00 R-square B 0.96 aB+bB*rp errorB .12*(aA+bA*rp)+.88*(aB+bB*rp) 0.07-0.005 0.071 0.15-0.006 0.134 0.12 0.009 0.112 0.09 0.002 0.083...
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funky example - R-square A 0.00 R-square B 0.96 aB+bB*rp...

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