Question: What are two potential tests that can be conducted to verify the CAPM? What are the results of such tests? What is rolls critique of

What are two potential tests that can be conducted to verify the CAPM? What are the results of such tests? What is roll’s critique of CAPM tests?

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Since the CAPM was developed on the basis of a set of unrealistic assumptions empirical tests should be used to verify the CAPM The first test looks f... View full answer

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