Question
A stock has an average expected return of 9.7 percent for the next year. The beta of the stock is 1.34. The T-Bill rate is
A stock has an average expected return of 9.7 percent for the next year. The beta of the stock is 1.34. The T-Bill rate is 5.2% and the T-Bond rate is 3%. What is the market risk premium?
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The Handbook Of Fixed Income Securities
Authors: Frank Fabozzi, Steven Mann, Francesco Fabozzi
9th Edition
1260473899, 978-1260473896
