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A stock has an expected return of 13.6%, the risk-free rate is 3.7%, and the market risk premium is 7.1%. What must the beta of
A stock has an expected return of 13.6%, the risk-free rate is 3.7%, and the market risk premium is 7.1%. What must the beta of this stock be?
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Contemporary Quantitative Finance
Authors: Carl Chiarella, Alexander Novikov
2010th Edition
3642034780, 978-3642034787
