BKM Chap 8 CFA prob #3

jeudi 8 janvier 2015

Can anyone explain the solution to me? It seems to imply that risk premium = risk free rate + B * (risk premium of market). I don't recall seeing this equation anywhere. Or, is the 3 supposed to be alpha? Not sure what's going on here.





BKM Chap 8 CFA prob #3

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