Betas

ALPHABET AMAZON APPLE MICROSOFT

RmRf $1\mathrm{.}131\mathrm{.}131\mathrm{.}181\mathrm{.}2$

SMB $-0\mathrm{.}26-0\mathrm{.}2-0\mathrm{.}34-0\mathrm{.}48$

HML $-0\mathrm{.}43-0\mathrm{.}77-0\mathrm{.}42-0\mathrm{.}48$

Ri $0\mathrm{.}0335-0\mathrm{.}03710\mathrm{.}0258-0\mathrm{.}0192$

Rf$=$Ri$\backslash$beta m$\backslash$times $($RmRf$)\backslash$beta SMB$\backslash$times SMB$\backslash$beta HML$\backslash$times HML

a$)$ Escriba la Security Market Line

Usted encuentra la acci$$n de NVIDIA con la siguiente informaci$$n:

$$Betas

RmRf $1\mathrm{.}61$

SMB $0\mathrm{.}13$

HML $-0\mathrm{.}87$

Ri $0\mathrm{.}12$

$$Existe arbitraje?

Suponga que tiene US$$1,000.$ En caso de existir arbitraje, $$cu$$nto ganaria?

Rf$=$Ri$\backslash$beta m$\backslash$times $($RmRf$)\backslash$beta SMB$\backslash$times SMB$\backslash$beta HML$\backslash$times HML