Question
A stock has an expected return of 13 percent, its beta is 0.35, and the risk-free rate is 7.8 percent. What must the expected return
A stock has an expected return of 13 percent, its beta is 0.35, and the risk-free rate is 7.8 percent. What must the expected return on the market be?
Multiple choice:
21.52%
22.66%
23.79%
14.86%
23.56%
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Management Science The Art Of Modeling With Spreadsheets
Authors: Stephen G. Powell, Kenneth R. Baker
3rd Edition
0470530677, 978-0470530672
