Question
Use CAPM to estimate the expected return for the share of 1) your case company Monthly returns October 2017 to January 2018. and 2) the
Use CAPM to estimate the expected return for the share of 1) your case company
Monthly returns October 2017 to January 2018.
and 2) the reference company as at 28th February 2018. (
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Quantitative Investment Analysis
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
3rd edition
111910422X, 978-1119104544, 1119104548, 978-1119104223
