Question
According to the Capital Asset Pricing Model, if securities A and B traded on the US stock market have the same betas, their expected returns
According to the Capital Asset Pricing Model, if securities A and B traded on the US stock market have the same betas, their expected returns must be the same, even if the returns of security A have a higher standard deviation than those of security B. True or False?
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Technical Analysis The Complete Resource For Financial Market Technicians
Authors: Charles Kirkpatrick, Julie Dahlquist
3rd Edition
0134137043, 978-0134137049
