2. 13.4 CAPM Suppose the risk-free rate is 8 per cent. The expected return on the market...

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2. 13.4 CAPM Suppose the risk-free rate is 8 per cent. The expected return on the market is 16 per cent. If a particular share has a beta of 0.7, what is its expected return based on the CAPM? If another share has an expected return of 24 per cent, what must its beta be?

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Fundamentals Of Corporate Finance

ISBN: 9781743768051

8th Edition

Authors: Stephen A. Ross, Rowan Trayler, Charles Koh, Gerhard Hambusch, Kristoffer Glover, Randolph W. Westerfield, Bradford D. Jordan

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