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10-1

McGraw-Hill Ryerson © 2003 McGraw–Hill Ryerson Limited

Corporate Finance

Ross Westerfield Jaffe Sixth Edition

10

Chapter Ten

The Capital Asset

Pricing Model (CAPM)

Prepared by Gady Jacoby

University of Manitoba and

Sebouh Aintablian

(2)

10-2

McGraw-Hill Ryerson © 2003 McGraw–Hill Ryerson Limited

Chapter Outline

10.1 Individual Securities

10.2 Expected Return, Variance, and Covariance 10.3 The Return and Risk for Portfolios

10.4 The Efficient Set for Two Assets

10.5 The Efficient Set for Many Securities 10.6 Diversification: An Example

10.7 Riskless Borrowing and Lending 10.8 Market Equilibrium

Referensi

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