冯同学2018-08-02 21:42:56

Suppose the S&P 500 has an expected annual return of 7.6% and volatility of 10.8%. Suppose the Atlantis Fund has an expected annual return of 8.3% and volatility of 8.8% and is benchmarked against the S&P 500. If the risk free rate is 2.0% per year, what is the beta of the Atlantis Fund according to the Capital Asset Pricing Model? 请问下这道题是怎么算出来的 谢谢