Excess return on the market portfolio

 

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Excess return on the market portfolio

Difference between the return on the market portfolio and the riskless rate.



Excess return on the market portfolio

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Hedged portfolio

Hedged portfolio

A portfolio consisting of a long position in the stock and a long position in the put option on the stock, so as to be riskless and produce a return that equals the risk-free interest rate.


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A term used by the London Stock Exchange to denote that a transaction was reported as a protected portfolio, or was as a result of a worked principle agreement for a portfolio transaction.


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