help!

Michael McKenney ( mmckenne@ins.state.pa.us )
Tue, 23 Jun 1998 10:57:35 -0400

Messages sorted by: [ date ][ thread ][ subject ][ author ]
Previous message: Michael McKenney: "one more note on Beta and portfolio risk"
Next message: Vic Falls: "Re: one more note on Beta and portfolio risk"

Now I read in chapter 8, p. 182, "Now if everyone holds the market
portfolio, and if BETA MEASURES EACH SECURITY'S CONTRIBUTION TO THE MARKET
PORTFOLIO RISK, then it's no surprise that the risk premium demanded by
investors is proportional to beta."

Aaaaaaggggghhhhhh!

Previous message: Michael McKenney: "one more note on Beta and portfolio risk"
Next message: Vic Falls: "Re: one more note on Beta and portfolio risk"