Finansoppgave
Posted: 19/05-2014 14:58
Hei, jeg sliter med en finansopgpave. Noen som har et forslag på hvordan jeg kan løse denne oppgaven?
A capital market in equilibrium provides investors with an opportunity to both borrow and lend risk-free. The two efficient portfolios X and Y have the following expected returns and risk:
E(Rx) = 26% Std. dev.(Rx) = 15%
E(Ry) = 18% Std. dev.(Ry) = 9%
What is the risk-free rate of return?
A capital market in equilibrium provides investors with an opportunity to both borrow and lend risk-free. The two efficient portfolios X and Y have the following expected returns and risk:
E(Rx) = 26% Std. dev.(Rx) = 15%
E(Ry) = 18% Std. dev.(Ry) = 9%
What is the risk-free rate of return?