What are the average total risk and residual risk

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Reference no: EM13925556

1. What are the average total risk, residual risk, and beta of the MMI assets (relative to the CAPMMI)?

2. Using MMI assets, construct a 20-stock portfolio to track the S&P 500. Compare the resulting tracking error to the answer to Exercise 4, where w0 is the average residual risk for MMI assets.

Reference no: EM13925556

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