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Management · Q744

Financial Management

Graduate and Post Graduate · Management · question 744

Q744

Formula written as market risk premium divided by standard deviations of returns on market portfolio is used to calculate

A.
capital market line
Answer
B.
security market line
C.
fixed market line
D.
variable market line

Answer: Option A

Solution

Answer: Option A
Solution:
Formula written as market risk premium divided by standard deviations of returns on market portfolio is used to calculate capital market line. Capital market line (CML) is a graph that reflects the expected return of a portfolio consisting of all possible proportions between the market portfolio and a risk-free asset.