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- 2011-5-26
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- 2012-9-12
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AMA Wrote:
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> deriv108 Wrote:
> --------------------------------------------------
> -----
> > Just reiterate what Xtra said...The slope of
> the
> > SML is the Treynor ratio of the market
> portfolio.
>
> You mean : The slope of the SML is (Rm - Rf) / Bm
> ?
It is E(Ri) - Rf / Bi which is equal to E(Rm) - Rf |
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发表于 2011-7-11 19:00
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