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A. If two assets are in CAPM equilibrium, how can we calculate the assets risk premium without knowing the expected return on the market or
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- If two assets are in CAPM equilibrium, how can we calculate the assets risk premium without knowing the expected return on the market or the risk-free rate?
- Given the expected returns, standard deviations, and the covariance or correlation coefficient of two assets, how do you calculate the expected return and standard deviation of a specific portfolio of these two assets?
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Investments An Introduction
Authors: Herbert B Mayo
11th Edition
1133936520, 9781133936527
