Abstract:The Capital Asset Pricing Model (CAPM) describes the relationship between the expected return and risk of investing in a security. Expected return on a security can be describes between risk-free return and a risk premium, which is based on the beta of that security. Capital Asset Pricing Model (CAPM) will be used as a model to measure the level of risk using data from the year 2007 when subprime crisis started until 2010. Results of the study show that the volatility of stock market in Malaysia can be conside… Show more
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