Using the CAPM, show that the ratio of the risk premiums on two assets is equal to

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Using the CAPM, show that the ratio of the risk premiums on two assets is equal to the ratio of their betas.

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Fundamentals of Investments Valuation and Management

ISBN: 978-0077283292

5th edition

Authors: Bradford D. Jordan, Thomas W. Miller

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Question Posted: Sep 19, 2012 04:54 AM

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Using the CAPM, show that the ratio of the risk premiums on two assets is equal to

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