Question
1. The expected return of a stock is 16 percent, the expected return of the market portfolio is 9 percent, and the risk-free rate is
1. The expected return of a stock is 16 percent, the expected return of the market portfolio is 9 percent, and the risk-free rate is 2 percent. What is the stock's beta? Give your answer rounded to two decimal places.
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Empirical Finance For Finance And Banking
Authors: Robert Sollis
1st Edition
047051289X, 978-0470512890
