Question
12. Suppose risk-free rate is 6% and the expected return of the risky portfolio is 12% with 0.25 standard deviation. Your complete portfolio has 0.05
12. Suppose risk-free rate is 6% and the expected return of the risky portfolio is 12% with 0.25 standard deviation. Your complete portfolio has 0.05 as the return variance. What is the risk premium of your complete portfolio? (Equation 5.20
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Airline Finance
Authors: Peter S. Morrell
3rd Edition
0815387520, 9780815387527
