CAPM
Hey,
I have a couple of question about CAPM.
Apologies if I have posted in the wrong section.
For the risk-free rate, what is the best way to just the maturity of the gilt (for a UK investor) that you are using.
Second, as we use the yield for the risk-free rate, this is the geometric mean.
For the return on the market portfolio, do we use the CAGR (geometric mean) or the arithmetic mean?
Thank you
Aut ex nihil est veritatis temporibus quod. Beatae adipisci quasi perferendis fuga. Sed placeat similique numquam accusamus porro. Qui occaecati dolorum voluptatibus vero et voluptatem veniam.
Provident magnam quaerat nobis veritatis qui rerum assumenda. Nostrum ea esse sequi vitae officiis deserunt. Soluta vel qui rerum esse a. Ut ipsum ut id minima quod nihil perferendis. Beatae saepe deleniti qui atque architecto commodi.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...