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This document contains an introduction to asset pricing models and answers to questions about capital asset pricing models (CAPM). Key points: 1) CAPM asserts that only systematic risk that cannot be diversified away should be compensated. Total risk measured by standard deviation is not relevant since specific risk can be diversified. 2) Beta measures the systematic risk of a security or portfolio and represents its sensitivity to market movements. A portfolio

Author

UYEN NGUYEN LE THU

Language

EN