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Business, 02.03.2020 22:51 ian1588

Suppose you forecast that the standard deviation of the market return will be 20% in the coming year. If the measure of risk aversion in Equation 5.17 is A = 4, what would be a reasonable guess for the expected market risk premium?

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Suppose you forecast that the standard deviation of the market return will be 20% in the coming year...
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