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Capital asset pricing model CAPM theory estimates the cost of equity for similar independent firms operating in the same industry. It shows the expected returns for the portfolio asset classes depends on 3 things.
The above equation of SML is called CAPM.
Studies have found that portfolios have been designed through linear relationships in the past between the and the avg. excess portfolio returns. To examine various approaches the zero beta version was developed, that was based on different values and multiple time periods. Research claim the measure appears to be related to past as there is a close relationship between the TR and SR.
In a freely competitive market, no security can sell for long at the lowest price that can yield more than the appropriate return on the SML. To improve the realism in such theories, researchers have designed a variety of extensions of such designs.
bI's are often used for understaffing the risk and returns in mutual funds. Since the mutual funds are least diversified, they have relative UR and their betas are measured with some precision.
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