Question: Q III-2) Using the consumption CAPM equation Et (fit1 refu) = - cove( mejf+1 mcove( mettu ittarita] Show that E[*+-+] corrt(mt,t+1, f*+1) Om = -

Q III-2) Using the consumption CAPM equation Et (fit1 refu) =

Q III-2) Using the consumption CAPM equation Et (fit1 refu) = - cove( mejf+1 mcove( mettu ittarita] Show that E[*+-+] corrt(mt,t+1, f*+1) Om = - Pm,r where Pm,r = ori Et(mt,t+1)

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