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WEALTH MANAGEMENT

R_{p} - R_{f} = α + β (R_{M} - R_{f})

$R_{p} = portfolio return$

$R_{m} = market return$

$R_{f} risk free rate of return$

$β = beta of portfolio$

$α = alpha$

Adaptives Strategies

PORTFOLIO STRATEGIES FOR

AN EVER CHANGING WORLD

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7180 SW Fir Loop Suite 200 Tigard OR 97223

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