Does the selection of proxy for the market portfolio matter

Assignment Help Portfolio Management

Reference no: EM13924466

• What is the security market line (SML), and what are the similarities and differences between the SML and CML?

• How can the SML be used to evaluate whether securities are properly priced?

• What assumptions are necessary for the CAPM, and what impact does relaxing those assumptions have?

• What do the various empirical tests of the CAPM allow us to conclude?

• Does the selection of a proxy for the market portfolio matter?

Reference no: EM13924466

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