Portfolio Management: Capital Asset Pricing Model (CAPM)
interactive

Portfolio Management: Capital Asset Pricing Model (CAPM)

Updated Jun 24, 2024

What you'll learn

  • Here we discuss systematic market risk, beta, the capital market line, the security market line, and alpha.
Course Description

The capital asset pricing model states that the return on a security is equal to the risk-free rate of return plus beta times the return on the market portfolio minus the risk-free rate. Here we discuss systematic market risk, beta, the capital market line, the security market line, and alpha.