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- 2011-7-2
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- 2016-4-19
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R22 Q3 Pension Asset Beta?
HI there,
My first post.
Did I miss the memo where CAPM=WACC like this reading suggests.
Question 3 is killing me. I figure 70% equity x equity beta (1.2) not 1. Where does the "1" come from. Is it 1 because that equals market risk as we are dealing with the pension asset only. Probably answered my own question but it's hazy.
But I can't figure out how we get .087. Can someone shed some light? Thx |
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发表于 2011-7-13 16:24
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