Question
Using many years worth of data. Analysts estimated slope of securities market line .08. Portfolios systematic risk increases by 1. Its risk premium should increase
Using many years worth of data. Analysts estimated slope of securities market line .08. Portfolios systematic risk increases by 1. Its risk premium should increase by about 8 %, If risk free rate is 5% what is the current expected return of so called market portfolio?
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The Oxford Handbook Of Quantitative Asset Management
Authors: Bernd Scherer, Kenneth Winston
1st Edition
0199553432, 978-0199553433
