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One-Factor models Generalizing the example +bi F+ Assumptions The random error term and the factor are uncorrelated (Why <The random error terms of any two securities are uncorrelated. ( why?One-Factor Models • Generalizing the example – Assumptions «The random error term and the factor are uncorrelated. (Why?) «The random error terms of any two securities are uncorrelated. (Why?) it ai bi Ft eit r = + +
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