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rportfolio (version 0.0.3)

premium.active: Active Premium

Description

Calculates the active premium

Usage

premium.active(R1, R2)

Arguments

R1

Returns of Portfolio as xts

R2

Risk Free Return as xts

Value

Calculates the active premium of the portfolio

Examples

Run this code
# NOT RUN {
premium.active(funds$ret1, funds$rfr)
# }

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