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The document provides comprehensive notes on the Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT), including derivations, examples, and tests of consistency. It emphasizes the relationship between systematic risk, represented by beta, and expected returns, while highlighting common misconceptions about risk and return. The notes also cover various aspects of CAPM, such as the Security Market Line (SML), the distinction between systematic and idiosyncratic risk, and practical application

Author

paloma.guerrero10

Language

EN