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Assume CAPM is true. Also assume that when the stock market rises by 2%, we expect Apple to rise by 5%. If the market fell
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Assume CAPM is true. Also assume that when the stock market rises by 2%, we expect Apple to rise by 5%. If the market fell 3% today, what is the expected Apple performance?
-9%
5%
-7.5%
-3%
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Listed Volatility And Variance Derivatives
Authors: Yves Hilpisch
1st Edition
1119167914, 978-1119167914
