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QUESTION

(a) Derive and explain the Capital Market Line. Make and state all necessary assumptions

(b) Explain clearly how you would test for-

(i) the size effect

(ii) the January effect and

(iii) the Contrarian Investment Strategy (CIS) on the Stock Exchange of Mauritius. What explanations have been put forward to explain these anomalies

Management Theories, Management Studies

  • Category:- Management Theories
  • Reference No.:- M9589234

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