Question 4 What are asset pricing models? Give an example of an asset pricing model. Explain how asset pricing models ca

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Question 4 What are asset pricing models? Give an example of an asset pricing model. Explain how asset pricing models ca

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Question 4
What are asset pricing models? Give an example of an asset
pricing model. Explain how asset pricing models can be used in the
measurement of fund manager performance.
(10 marks)
Question 5
What data would be needed for individual stocks in order to
calculate monthly book to market factor returns for 2021? Explain
in steps exactly how book to market factor monthly returns might be
calculated for 2021.
(10 marks)
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