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  1. M

    P1.T1.60. Sharpe-Lintner-Mossin capital asset pricing model derivation (CAPM; Elton & Gruber)

    @David Harper CFA FRM CIPM Thank you for the response :)
  2. M

    P1.T1.60. Sharpe-Lintner-Mossin capital asset pricing model derivation (CAPM; Elton & Gruber)

    @Alex_1 and @Heidi Thank you for the feedback. But I just want to point out the following: [E(Rm) - Rf] is called market risk premium [E(Rm)-Rf]/std. dev of market is called market price of risk. The two concepts are not the same. Ref: Standard Capital Asset pricing model, Chapter 13 Modern...
  3. M

    P1.T1.60. Sharpe-Lintner-Mossin capital asset pricing model derivation (CAPM; Elton & Gruber)

    @David Harper CFA FRM CIPM I agree with your argument, but among all choices it seemed like the best available answer. For Q3 - The question seeks a true statement. Answer A is false, because SML states that expected return on an asset is the riskless interest rates plus market risk premium...
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    Current issues notes 2013

    Quantbooster, I agree. I cant seem to find the 2013 current issue notes as well. The BT FRM calendar says the notes should have been out by Mid March. BT team, please help!
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