Question
A stock has an expected return of 13.8 percent. The expected return on the market is 9 percent and the risk free rate is 3%.
A stock has an expected return of 13.8 percent. The expected return on the market is 9 percent and the risk free rate is 3%. According to the CAPM model what is beta of the stock?
| a. | 1.2 | |
| b. | 1.8 | |
| c. | 1.0 | |
| d. | 0.8 |
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Real Estate Development Principles And Process
Authors: Mike E. Miles, Laurence M. Netherton, Adrienne Schmitz
5th Edition
0874203430, 978-0874203431
