3. Recalculate the betas for the stocks in Table 8.2 using the latest 60 monthly returns. Recalculate

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3. Recalculate the betas for the stocks in Table 8.2 using the latest 60 monthly returns.

Recalculate expected rates of return from the CAPM formula, using a current risk-free rate and a market risk premium of 7%. How have the expected returns changed from Table 8.2 ?

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Principles Of Corporate Finance

ISBN: 9780071314176

10th Global Edition

Authors: Richard Brealey

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