Capital is an ability of doing work. This is abstract and homogenous category, which has its equivalent in physics as concept of energy. Therefore the second law of thermodynamics predetermines an existence and a size of the risk premium as an essential economic constant, which shapes interest and discount rates, wages and salaries, prices of goods and rate of returns under conditions of free market exchanges. A free market assigns for successful workers, entrepreneurs and investors a premium for risk in order they could maintain their capital at invested level at least. A rate of natural dispersion of capital influences the most size of the risk premium because it must be sufficient to cover this rate. Preventing to the random dispersion of capital by well arranged management system an economic unit can create profit by limiting costs of risk and saving the market risk premium. The risk premium is a benchmark for fair, just prices.