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P1-T1 / Chapter 5, CAPM

Thread starter #1
Hi all!

I'm new to the forum and was wondering whether there is somebody else currently doing the first book (Foundations of Risk Management)...?

However, one concrete question. Question 5.4 in the GARP study material is not clear to me: "What are the betas of three stocks in a perfect market?" (Answer: b_A = -1, b_B = 0, b_C = 2)

Can this question be answered?