, , . 1) , , k*, 2) , IP, . (Maturity Risk Premium, MRP). MRP k*.
, kRF = k* + IP. 2 4%, 3%. , , 3%. , , . , 9%- kRF, 3.3, 3%- 6%- .
8%, kRF 11%. 3.4. , kRF , , . , , kM, 13 15%, 2%.
, . , , , SML, , , . , kRF ( ), ( ) . , , .
: |
, , . 1) , , k*, 2) , IP, . (Maturity Risk Premium, MRP). MRP k*. , kRF = k* + IP. 2 4%, 3%. , , 3%. , , . , 9%- kRF, 3.3, 3%- 6%- . 8%, kRF 11%. 3.4. , kRF , , . , , kM, 13 15%, 2%. , . , , , SML, , , . , kRF ( ), ( ) . , , .
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