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CAPM predicts that i = 0. We also know that the risk-free rate is 1%, the volatility of rit is 50%, the volatility of it
CAPM predicts that i = 0. We also know that the risk-free rate is 1%, the volatility of rit is 50%, the volatility of it is 30%, and the beta of stock i is 0.8? What is the volatility of rmt
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Handbook Of Modeling High Frequency Data In Finance
Authors: Frederi G. Viens, Maria Cristina Mariani, Ionut Florescu
1st Edition
