I was reading the notes from open tuition, under Capital Asset pricing model, I saw that the author stated beta value are not examine in F9, is that true (pg 118)? ( i have actually went to class, they actually taught us how to find it using least square method, pure maths model or probabilistic model. What are your advice? Thanks!
Using betas is certainly examinable in Paper F9, but calculating the beta is not examinable. (In theory calculating betas is examinable in P4, but even there it is now unlikely).
I really cannot understand why you were taught what you say in your email!!