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A forecast of 12-month return on the S&P 500 index is 12%. With a 5% annualized yield on the 90-day Treasury Bills, the beta of
A forecast of 12-month return on the S&P 500 index is 12%. With a 5% annualized yield on the 90-day Treasury Bills, the beta of the U.S. stock market portfolio is
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a. 7.5%
b. 3%
c. 2.14
d. 1
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Derivatives And Internal Models
Authors: H. Deutsch
4th Edition
1349307661, 9781349307661
