Question
A portfolio has a beta of 1.15 and an annual expected return of 12.75%. The riskless rate is 1.29% and the annual expected return of
A portfolio has a beta of 1.15 and an annual expected return of 12.75%. The riskless rate is 1.29% and the annual expected return of the market is 9.82% What is the alpha of the portfolio.
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Applied Corporate Finance
Authors: Aswath Damodaran
4th edition
978-1-118-9185, 9781118918562, 1118808932, 1118918568, 978-1118808931
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