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I could not find Arbitrage pricing theory,fama and french and market implied method anywhere in the syullabus and nor in our site notes nor in lectures and nor in Emile Wolf book for p4. Should I prepare these or not ???
No – as you say, they are not in the syllabus.
You obviously need to learn CAPM calculations, and to be able to state reservations with CAPM, and that is all.
(The reservation that arbitrage pricing (and Fama and French) attempt to deal with is that of having just one beta – they suggest having more than one beta to cover different aspects of systematic risk.)
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