Question
A mutual fund with beta of 0.8 has an expected rate of return of 14%. If the risk-free rate is 5% and you expect the
A mutual fund with beta of 0.8 has an expected rate of return of 14%. If the risk-free rate is 5% and you expect the rate of return on the market portfolio is 15%, what is the fund's alpha? Your answer should be in percentage points and accurate to the hundredth.
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Private Equity Value Creation Analysis Volume I
Authors: Michael David Reinard
1st Edition
1736077821, 978-1736077825
