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With risk premiums constant, the 10 year Treasury yield rises 1% in a quarter. What happens to the expected return on the S&P 500 in
With risk premiums constant, the 10 year Treasury yield rises 1% in a quarter. What happens to the expected return on the S&P 500 in a strategic asset allocation model?
| It rises 1%. | ||
| It is unchanged. | ||
| It falls 1%. |
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Risk Management And Financial Institutions
Authors: John C. Hull
3rd Edition
1118269039, 9781118269039
