Are US Treasury Bills still Zero Beta?


 
Capital Asset Pricing Model > Forum

Are US Treasury Bills still Zero Beta?
Anna
The books say that beta can be zero for absolutely risk-free stocks. US Treasury Bills are generally perceived to be such assets as well as other governments' bonds. Considering the present economic turmoil, I have doubts that this theory will hold. I don't know about negative beta :)
 

 
US Treasury Bills
Pete
Indeed Anna, US treasury bills or government bonds were always considered to be risk-free. The reason behind this was originally that our US economy w...Sign up
 

   

Special Interest Group Leader

Interested? Sign up for free.


Capital Asset Pricing Model
Summary
Forum
Best Practices

Expert Tips

Resources
 



About 12manage | Advertising | Link to us / Cite us | Privacy | Suggestions | Terms of Service
2019 12manage - The Executive Fast Track. V15.0 - Last updated: 20-3-2019. All names of their owners.