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- UID
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- 265
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- 注册时间
- 2011-7-2
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- 2013-8-20
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2#
发表于 2011-7-11 18:23
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I'm not exactly sure what you are asking. If it is what i think it is then you are failing to realize what they gave you in the question is the Market Risk Premium.
***(Expected Return - RFR) = Market Risk Premium.
Therefore, the CAPM can be written as:
RFR + Beta [(Expected Return - RFR) +CRP], or
RFR + Beta (Market Risk Premium + CRP)
Remember to include CRP if required by the question. |
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