Question
Assume that the average bitcoin return is 1.5 percent per week, the risk- free rate is 0.05 percent per week, and the average market portfolio
Assume that the average bitcoin return is 1.5 percent per week, the risk- free rate is 0.05 percent per week, and the average market portfolio return is 0.2 percent per week. We know from class that the CAPM beta of bitcoin is about 3. Does CAPM account for the bitcoin returns?
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Economics For Investment Decision Makers
Authors: Sandeep Singh, Christopher D Piros, Jerald E Pinto
1st Edition
1118111966, 9781118111963
