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- 2011-7-11
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- 2014-8-7
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What is the question exactly? Portfolio Return for CAPM equation
PR = RF+ Beta (MR - RF)
PR is portfolio return
MR is market return
RF is risk free
You have to multiply return in one period by another to get geometric average.
Using A for example
(0.8909)*(1.0652)*(0.9626) = 0.9134
Just plug in the numbers and solve for Beta. Is that what you want? |
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发表于 2011-10-4 03:46
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