Question
Does CAPM hold? (1 point) Stock A has the expected return of 0.9%, standard deviation of 10%, and the correlation with the market portfolio of
Does CAPM hold? (1 point) Stock A has the expected return of 0.9%, standard deviation of 10%, and the correlation with the market portfolio of 0.3. The risk-free rate is 1%. Does CAPM hold?
Hint 1: Think what should be the sign of stock A beta. Hint 2: Think what should be the sign of the market risk premium.
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Understanding Bitcoin
Authors: Robert P. Murphy ,Silas Barta
1st Edition
1505819784, 978-1505819786
