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Soient les donnes suivantes concernant la socit Poussin: Etats Probabilits Rentabilits du march Rentabilit du titre 1 0,1 -0,18 -0,32 2 0,3 0,07 0,00 3

Soient les donnes suivantes concernant la socit Poussin:

Etats Probabilits Rentabilits du march Rentabilit du titre
1 0,1 -0,18 -0,32
2 0,3 0,07 0,00
3 0,4 0,16 0,22
4 0,2 0,21 0,40

Rentabilit de march

  1. Ecrivez l'quation du MEDAF.
  2. Quelle est la rentabilit souhaite du titre Poussin? Comparez avec sa rentabilit attendue (anticipe).

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