Suppose that the required liquidity premium for the short-term investor is 1%. What must E(r2) be if

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Suppose that the required liquidity premium for the short-term investor is 1%. What must E(r2) be if f2 is 7%?

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ISE Investments

ISBN: 9781260571158

12th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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