risk.premium {rportfolio} | R Documentation |
This function is used to calculate the risk premium of excess return over the risk free rate
risk.premium(R1, Rf)
R1 |
The returns of the security as xts |
Rf |
The risk free rate of return as xts |
A risk premium is the return in excess of the risk-free rate of return an investment is expected to yield
Returns the risk premium of the security
risk.premium(funds$ret1, funds$rfr)