Why in Miller notes does the covariance matrices indicate G * B =3. G =.6 and B =1, what am I missing? Is the matrix inducatimg to multiple the values?
why is correlation included to solve the problem? I cant see anything in the notes when we multiply the two terms x correlation?
Beta (i,M) = covariance(i, M)/variance(M) = 24%*15%*0.70/15%^2 = 1.12 <<- must know all of these steps! CAPM: E[R(i)] = Rf + Beta (i,M)*[R(M) - Rf] = 3% +...
Video has inputs 1000 face, 4 coupon, ytd maturity 10, yield 6.0%. Evertyime I do problem I get -1340.98 as answer. Any idea what I am doing wrong? Using ti ba plus. Thanks
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.