Are US Treasury Bills still Zero Beta?


 
Capital Asset Pricing Model > Forum > Are US Treasury Bills still Zero Beta?

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 traditionally 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 :)....Sign up
 

 
Why US Treasury Bills can no Longer be Considered Risk-free
Pete
Indeed Anna, US treasury bills or government bonds were always considered to be risk-free. The reason behind this was originally that the US economy w...Sign up
 

     
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