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  • FM213 - AT - Problem Set 6 - Class Notes

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    Guido Maia
    10 views9 pages
    The document discusses key concepts related to the security market line including the capital asset pricing model, beta, expected return, risk premium, risk-free rate, and market return. It provides an example of calculating expected return using the security market line formula based on given values for beta, risk premium, risk-free rate, and market return.

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    The document discusses key concepts related to the security market line including the capital asset pricing model, beta, expected return, risk premium, risk-free rate, and market return. It provides an example of calculating expected return using the security market line formula based on given values for beta, risk premium, risk-free rate, and market return.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    10 views9 pages

    FM213 - AT - Problem Set 6 - Class Notes

    Uploaded by

    Guido Maia
    The document discusses key concepts related to the security market line including the capital asset pricing model, beta, expected return, risk premium, risk-free rate, and market return. It provides an example of calculating expected return using the security market line formula based on given values for beta, risk premium, risk-free rate, and market return.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 9

    FUI Prazer Se E

    KEY CONCEPTS

    VENCE E a
    PEIO

    T
    EI wi x t
    Izzy Ewing rejeita

    REN I a
    Portfolio

    te
    fim ri

    CAI equation

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    Sharpe Ratio
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    Pm 12

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    a
    Er

    iii

    b RP rm te 12 4

    F
    e

    C USING THE SECURITY MARKET LINE

    r r
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    i16 D

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