Solution-What is the factor sensitivity to the timehorizon

What is the factor sensitivity to the timehorizon factor

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The factor models for the returns on Omni, Inc., (OM) and Garbo Manufacturing (GAR) are: ROM = 20.0% - 1.0(FCONF) + 1.4(FTIME) + eOM RGAR = 15.0% - 0.5(FCONF) + 0.8 (FTIME) + eGAR What is the factor sensitivity to the timehorizon factor (TIME) of a portfolio invested 20% in Omni and 80% in Garbo?

Reference no: EM131407091

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What is the factor sensitivity to the timehorizon factor

Reference no: EM131407091

Reference no: EM131407091

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