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Hem X hem de Y'nin iyi eitlendirilmi portfyler olduunu ve risksiz orann %8 olduunu varsayalm. Portfy Beklenen Getiri Beta X %16 1,00 Y %12 0,25

Hem X hem de Y'nin iyi eitlendirilmi portfyler olduunu ve risksiz orann %8 olduunu varsayalm. Portfy Beklenen Getiri Beta X %16 1,00 Y %12 0,25 Bu tek faktrl ekonomide bir arbitraj frsat gryor musunuz? Eer yleyse, arbitraj stratejiniz ne olurdu? Portfy kullanarak sfr beta portfy oluturabiliriz.

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