CAPM Flashcards
(6 cards)
1
Q
What are the underlying assumptions of the CAPM?
A
2
Q
How can we derive the security market line?
A
3
Q
What is the meaning of the security market line? and of beta?
A
4
Q
What is the relationship between the market sharpe ratio and a single asset?
A
5
Q
What is the value of Beta for the market portfolio? What for the risk free asset?
A
6
Q
A
