Question
According to CAPM , a stock has an expected return of 17% and a beta of 1.9. If the expected return on the market is
According to CAPM , a stock has an expected return of 17% and a beta of 1.9. If the expected return on the market is 11%, what must the risk-free rate of return be?
(Round answers to two decimals without %, for example, for answer 5.43%, enter 5.43 only)
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Investments
Authors: Zvi Bodie, Alex Kane, Alan Marcus, Lorne Switzer, Maureen Stapleton, Dana Boyko, Christine Panasian
9th Canadian Edition
1259271935, 9781259271939
