CAPM Suppose the risk-free rate is 8 per cent. The expected return on the market is 16

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

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Fundamentals Of Corporate Finance

ISBN: 9780077178239

3rd Edition

Authors: David Hillier, Iain Clacher, Stephen A. Ross

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