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12 & Ch 13 Saved Help Save & Exi The risk-free rate is 3.4% and the expected return on the market is 10.8%. Stock A
12 & Ch 13 Saved Help Save & Exi The risk-free rate is 3.4% and the expected return on the market is 10.8%. Stock A has a beta of 1.18. For a given year, Stock A returned 13.6% while the market returned 11.8%. The systematic portion of the unexpected return was % and the unsystematic portion was %.
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Computational Finance Using C And C #
Authors: George Levy DPhil University Of Oxford
1st Edition
0750669195, 978-0750669191
