Question
Over the last year, the market realized a return of 10%, while the risk-free rate was 1.8%. During this period, your own portfolio, which has
Over the last year, the market realized a return of 10%, while the risk-free rate was 1.8%. During this period, your own portfolio, which has a beta of 0.9, realized a return of 11.4%.
What was the realized alpha on your portfolio, based on the CAPM?
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Forecasting Revenue And Expenses For Small Business Using Statistical Analytics
Authors: Eleanor Winslow
1st Edition
0578797259, 978-0578797250
