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Which of the Following Is Not an Assumption of the Historical

Question 32

Multiple Choice

Which of the following is not an assumption of the historical average stock market returns methods of estimating the market risk premium?


A) Realised returns are equivalent to the returns expected by market participant for bearing risk in the future.
B) The market risk premium is constant over time.
C) The reward- to- risk ratio is always zero.
D) All of the above are assumptions of this method.

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