CAPM
Hey,
I have a couple of question about CAPM.
Apologies if I have posted in the wrong section.
For the risk-free rate, what is the best way to just the maturity of the gilt (for a UK investor) that you are using.
Second, as we use the yield for the risk-free rate, this is the geometric mean.
For the return on the market portfolio, do we use the CAGR (geometric mean) or the arithmetic mean?
Thank you
Sit assumenda expedita praesentium voluptas. Eligendi deserunt et ullam.
Consequuntur enim itaque error ut ad. Quasi voluptatem quia odit cupiditate provident quod blanditiis.
Incidunt illum saepe earum consectetur enim quisquam. Consequatur nam a molestiae numquam quo.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...