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Which Two of the Following Are Implicit Assumptions When Estimating

Question 16

Multiple Choice

Which two of the following are implicit assumptions when estimating the equity risk premium?


A) There has been no systematic change in the risk aversion of investors over time.
B) Historical returns are so unreliable that they should be ignored.
C) The index being used as a benchmark has had an average riskiness that has not changed in a systematic way over time.
D) The risk premium is now so small that it can be ignored.

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