'Cov a b' diaporamas de présentation

REVIEW OF COVARIANCE

REVIEW OF COVARIANCE. Consider an asset A, whose expected return is k a . k a is an unknown variable, BUT with a known probability distribution. e.g. Treasury Bill Amazon.com. Probability distribution. Amazon. T-Bill. Rate of return (%). -70. 2. 15. 100. Expected Rate of Return.

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The Capital Asset Pricing Model

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