(SML) Consider the following data: (Eleft(r_{i} ight)=0.15, operatorname{Cov}left(r_{i}, r_{m} ight)=0.067), (r_{f}=0.02, sigma_{M}^{2}=0.089). What is the market return?...

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(SML) Consider the following data: \(E\left(r_{i}\right)=0.15, \operatorname{Cov}\left(r_{i}, r_{m}\right)=0.067\), \(r_{f}=0.02, \sigma_{M}^{2}=0.089\). What is the market return?

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Principles Of Finance Wtih Excel

ISBN: 9780190296384

3rd Edition

Authors: Simon Benninga, Tal Mofkadi

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