Question: -rf Et(mt,t+1) Q III-2) Using the consumption CAPM equation Et (fix1 - 1) = -fcove( Mt,e+1 + corrt(mt,t+1,71 +1) Show that E purta ] =-Pmr

 -rf Et(mt,t+1) Q III-2) Using the consumption CAPM equation Et (fix1

-rf Et(mt,t+1) Q III-2) Using the consumption CAPM equation Et (fix1 - 1) = -fcove( Mt,e+1 + corrt(mt,t+1,71 +1) Show that E purta ] =-Pmr Becommets) where Pmr = Ori

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